+185.1%
CRM vs PR
+152.2%
+32.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.7% |
| 7D | -3.9% | -9.5% | +5.6% | -3.3% |
| 30D | -6.8% | -5.7% | -1.1% | -6.5% |
| 3M | +8.3% | +3.0% | +5.3% | +8.0% |
| 6M | +17.9% | +11.8% | +6.1% | +16.8% |
| YTD | -18.9% | +58.5% | -77.3% | -21.6% |
| 1Y | -10.9% | +69.9% | -80.8% | -14.4% |
| 3Y | +1.8% | +84.9% | -83.1% | -3.2% |
| 5Y | -27.4% | +246.4% | -273.8% | -34.0% |
| 10Y | +195.5% | +70.3% | +125.2% | +187.1% |
| All | +185.1% | +152.2% | +32.9% | +177.9% |
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