+5,648.9%
CRM vs RMD
+1,969.1%
+3,679.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -8.1% | -4.2% | -3.9% | -6.5% |
| 30D | +23.1% | -2.1% | +25.1% | +24.1% |
| 3M | +42.5% | +13.8% | +28.8% | +35.1% |
| 6M | +25.3% | -10.6% | +35.9% | +29.7% |
| YTD | -7.8% | -8.1% | +0.3% | -6.0% |
| 1Y | +1.0% | -18.0% | +19.0% | +7.7% |
| 3Y | +10.0% | +52.9% | -42.9% | -14.4% |
| 5Y | -3.9% | -22.3% | +18.4% | -1.5% |
| 10Y | +233.2% | +274.8% | -41.6% | +62.2% |
| All | +5,648.9% | +1,969.1% | +3,679.9% | +1,051.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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