-4.7%
CRM vs PR
+429.1%
-433.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -5.0% | -0.8% | -4.1% | -4.8% |
| 30D | +23.6% | +11.3% | +12.4% | +21.2% |
| 3M | +39.6% | +24.1% | +15.5% | +33.7% |
| 6M | +23.4% | +25.4% | -1.9% | +17.5% |
| YTD | -7.4% | +71.2% | -78.6% | -17.3% |
| 1Y | -2.3% | +78.6% | -80.9% | -13.8% |
| 3Y | +10.5% | +85.2% | -74.7% | -5.5% |
| 5Y | -4.7% | +419.0% | -423.7% | -32.2% |
| All | -4.7% | +429.1% | -433.8% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 5y: compounded portfolio wealth divided by compounded PR 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…
5y analysis · Full analysis span regression · 6 months rolling