+1,689.8%
CRM vs PM
+767.5%
+922.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.2% |
| 7D | -5.0% | -1.2% | -3.8% | -4.5% |
| 30D | +23.6% | -0.2% | +23.8% | +23.4% |
| 3M | +39.6% | +4.9% | +34.7% | +36.2% |
| 6M | +23.4% | +9.0% | +14.4% | +17.0% |
| YTD | -7.4% | +17.8% | -25.1% | -15.8% |
| 1Y | -2.3% | +16.8% | -19.1% | -11.5% |
| 3Y | +10.5% | +125.4% | -114.9% | -31.0% |
| 5Y | -4.7% | +128.7% | -133.4% | -42.4% |
| 10Y | +234.7% | +211.8% | +22.9% | +54.2% |
| All | +1,689.8% | +767.5% | +922.4% | +220.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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