-27.3%
CRM vs RF
+47.5%
-74.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.3% |
| 7D | +2.0% | +1.9% | 0.0% | +1.3% |
| 30D | -7.7% | +7.3% | -15.0% | -10.0% |
| 3M | +8.4% | -7.9% | +16.3% | +11.4% |
| 6M | +31.9% | +10.5% | +21.4% | +26.6% |
| YTD | -17.2% | +9.6% | -26.9% | -20.9% |
| 1Y | -8.6% | +20.3% | -28.9% | -15.8% |
| 3Y | +3.1% | +119.5% | -116.4% | -26.9% |
| All | -27.3% | +47.5% | -74.8% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 5y: compounded portfolio wealth divided by compounded RF 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…
5y analysis · Full analysis span regression · 6 months rolling