+5,648.9%
CRM vs SM
+149.7%
+5,499.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -8.1% | +2.1% | -10.2% | -8.4% |
| 30D | +23.1% | +18.1% | +4.9% | +20.1% |
| 3M | +42.5% | +17.0% | +25.6% | +38.7% |
| 6M | +25.3% | +55.4% | -30.1% | +16.3% |
| YTD | -7.8% | +108.6% | -116.4% | -18.3% |
| 1Y | +1.0% | +45.7% | -44.6% | -6.1% |
| 3Y | +10.0% | -0.3% | +10.3% | +5.1% |
| 5Y | -3.9% | +113.0% | -116.9% | -20.7% |
| 10Y | +233.2% | +21.0% | +212.2% | +116.1% |
| All | +5,648.9% | +149.7% | +5,499.2% | +1,947.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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