-27.3%
CRM vs ROIV
+380.3%
-407.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | +2.0% | +1.7% | +0.3% | +1.8% |
| 30D | -7.7% | +17.6% | -25.3% | -9.0% |
| 3M | +8.4% | +9.0% | -0.6% | +7.2% |
| 6M | +31.9% | +35.3% | -3.4% | +27.3% |
| YTD | -17.2% | +82.2% | -99.4% | -22.9% |
| 1Y | -8.6% | +92.3% | -100.9% | -15.4% |
| 3Y | +3.1% | +336.8% | -333.7% | -12.8% |
| All | -27.3% | +380.3% | -407.6% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling