+245.6%
CRM vs PR
+169.5%
+76.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.9% |
| 7D | +1.3% | +2.9% | -1.6% | +1.1% |
| 30D | +34.3% | +18.0% | +16.3% | +32.9% |
| 3M | +37.7% | +16.9% | +20.8% | +36.1% |
| 6M | +34.9% | +28.2% | +6.7% | +32.5% |
| YTD | -1.6% | +69.3% | -71.0% | -5.3% |
| 1Y | +7.1% | +69.5% | -62.4% | +3.0% |
| 3Y | +19.0% | +81.7% | -62.6% | +13.3% |
| 5Y | -1.3% | +422.2% | -423.5% | -11.7% |
| 10Y | +251.2% | +110.4% | +140.8% | +241.1% |
| All | +245.6% | +169.5% | +76.1% | +235.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling