+59.2%
CRM vs PINS
-23.0%
+82.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -9.2% | +7.2% | +0.4% |
| 7D | -5.0% | -13.9% | +8.9% | -1.3% |
| 30D | +23.6% | -25.0% | +48.6% | +32.9% |
| 3M | +39.6% | -16.6% | +56.2% | +45.5% |
| 6M | +23.4% | -7.0% | +30.4% | +24.7% |
| YTD | -7.4% | -29.4% | +22.0% | -0.4% |
| 1Y | -2.3% | -49.9% | +47.6% | +13.5% |
| 3Y | +10.5% | -33.6% | +44.2% | +13.9% |
| 5Y | -4.7% | -66.8% | +62.1% | +6.7% |
| All | +59.2% | -23.0% | +82.3% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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