+9.9%
CRM vs SN
+453.9%
-444.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +0.1% |
| 7D | -8.1% | -7.2% | -0.9% | -7.1% |
| 30D | +23.1% | -13.4% | +36.4% | +25.7% |
| 3M | +42.5% | +26.8% | +15.7% | +37.6% |
| 6M | +25.3% | +44.6% | -19.3% | +18.1% |
| YTD | -7.8% | +45.3% | -53.1% | -13.4% |
| 1Y | +1.0% | +40.1% | -39.1% | -4.6% |
| 3Y | +10.0% | +375.3% | -365.3% | -9.3% |
| All | +9.9% | +453.9% | -444.0% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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