+190.9%
CRM vs PR
+167.7%
+23.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | 0.0% |
| 7D | +2.0% | +6.0% | -4.0% | +1.6% |
| 30D | -7.7% | -4.2% | -3.5% | -7.5% |
| 3M | +8.4% | +10.0% | -1.6% | +7.6% |
| 6M | +31.9% | +15.6% | +16.3% | +30.4% |
| YTD | -17.2% | +68.2% | -85.4% | -20.3% |
| 1Y | -8.6% | +79.2% | -87.8% | -12.5% |
| 3Y | +3.1% | +94.9% | -91.8% | -2.3% |
| 5Y | -27.6% | +272.8% | -300.4% | -34.5% |
| 10Y | +197.6% | +84.6% | +113.0% | +188.6% |
| All | +190.9% | +167.7% | +23.3% | +182.5% |
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