+238.9%
CRM vs PSX
+386.4%
-147.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.6% | +1.9% |
| 7D | -4.4% | +1.7% | -6.2% | -4.9% |
| 30D | +28.1% | +15.6% | +12.5% | +23.5% |
| 3M | +48.8% | +46.5% | +2.4% | +35.1% |
| 6M | +28.3% | +55.0% | -26.8% | +14.5% |
| YTD | -6.0% | +105.3% | -111.3% | -22.1% |
| 1Y | +1.4% | +101.6% | -100.2% | -15.8% |
| 3Y | +11.8% | +134.1% | -122.3% | -12.2% |
| 5Y | -2.0% | +368.7% | -370.7% | -37.1% |
| All | +238.9% | +386.4% | -147.5% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 10y: compounded portfolio wealth divided by compounded PSX 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…
10y analysis · Full analysis span regression · 6 months rolling