+11.2%
CRM vs ROIV
+295.0%
-283.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +18.8% | -22.7% | -5.4% |
| 7D | -3.5% | +20.2% | -23.6% | -5.1% |
| 30D | +29.3% | +14.1% | +15.1% | +27.6% |
| 3M | +36.8% | +45.6% | -8.8% | +31.9% |
| 6M | +23.9% | +44.1% | -20.2% | +19.2% |
| YTD | -5.5% | +91.2% | -96.6% | -11.8% |
| 1Y | -0.4% | +221.3% | -221.7% | -11.9% |
| 3Y | +12.8% | +229.2% | -216.5% | -1.8% |
| 5Y | -3.5% | +316.5% | -320.0% | -19.8% |
| All | +11.2% | +295.0% | -283.8% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling