+10.6%
CRM vs ROIV
+288.8%
-278.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | -4.4% | +16.9% | -21.3% | -5.8% |
| 30D | +28.1% | +12.9% | +15.3% | +26.6% |
| 3M | +48.8% | +37.3% | +11.5% | +44.2% |
| 6M | +28.3% | +38.0% | -9.7% | +23.9% |
| YTD | -6.0% | +88.1% | -94.1% | -12.2% |
| 1Y | +1.4% | +183.3% | -181.8% | -9.1% |
| 3Y | +11.8% | +254.6% | -242.8% | -3.1% |
| 5Y | -2.0% | +309.8% | -311.9% | -18.4% |
| All | +10.6% | +288.8% | -278.2% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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