+2,990.1%
CRM vs PSKY
-44.8%
+3,034.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.0% | -0.9% |
| 7D | -8.1% | -6.0% | -2.1% | -6.5% |
| 30D | +23.1% | +10.7% | +12.4% | +19.4% |
| 3M | +42.5% | +1.2% | +41.4% | +41.6% |
| 6M | +25.3% | +1.5% | +23.8% | +23.6% |
| YTD | -7.8% | -21.8% | +14.0% | -3.2% |
| 1Y | +1.0% | -30.2% | +31.2% | +7.4% |
| 3Y | +10.0% | -20.1% | +30.1% | +0.6% |
| 5Y | -3.9% | -70.5% | +66.6% | +14.2% |
| 10Y | +233.2% | -75.2% | +308.4% | +240.1% |
| All | +2,990.1% | -44.8% | +3,034.8% | +1,903.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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