+768.5%
CRM vs PSLV
+109.5%
+659.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.7% | +1.9% |
| 7D | -4.4% | -3.5% | -1.0% | -4.0% |
| 30D | +28.1% | -2.1% | +30.3% | +28.4% |
| 3M | +48.8% | -1.6% | +50.5% | +48.8% |
| 6M | +28.3% | -25.5% | +53.8% | +32.1% |
| YTD | -6.0% | -11.4% | +5.4% | -7.6% |
| 1Y | +1.4% | +48.6% | -47.1% | -8.8% |
| 3Y | +11.8% | +166.9% | -155.0% | -9.3% |
| 5Y | -2.0% | +152.4% | -154.4% | -20.5% |
| 10Y | +239.6% | +187.8% | +51.9% | +164.6% |
| All | +768.5% | +109.5% | +659.0% | +516.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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