+5,793.7%
CRM vs RL
+1,228.8%
+4,565.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.1% | -2.8% | -3.5% |
| 7D | -3.5% | +1.9% | -5.4% | -4.1% |
| 30D | +29.3% | -12.2% | +41.5% | +35.3% |
| 3M | +36.8% | -6.6% | +43.5% | +38.9% |
| 6M | +23.9% | +3.2% | +20.7% | +19.2% |
| YTD | -5.5% | -1.3% | -4.2% | -7.8% |
| 1Y | -0.4% | +13.6% | -14.0% | -8.3% |
| 3Y | +12.8% | +210.9% | -198.1% | -33.1% |
| 5Y | -3.5% | +246.9% | -250.4% | -46.7% |
| 10Y | +238.4% | +310.1% | -71.6% | +46.9% |
| All | +5,793.7% | +1,228.8% | +4,565.0% | +978.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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