+5,676.4%
CRM vs PH
+3,467.0%
+2,209.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.6% |
| 7D | -5.0% | 0.0% | -5.0% | -4.9% |
| 30D | +23.6% | -10.3% | +33.9% | +30.2% |
| 3M | +39.6% | +5.1% | +34.5% | +33.7% |
| 6M | +23.4% | +2.3% | +21.2% | +17.7% |
| YTD | -7.4% | +8.7% | -16.1% | -15.2% |
| 1Y | -2.3% | +26.8% | -29.1% | -18.6% |
| 3Y | +10.5% | +139.2% | -128.7% | -37.3% |
| 5Y | -4.7% | +251.1% | -255.8% | -57.3% |
| 10Y | +234.7% | +812.6% | -577.8% | -26.1% |
| All | +5,676.4% | +3,467.0% | +2,209.4% | +356.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling