+5,760.6%
CRM vs SNY
+216.5%
+5,544.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -4.4% | -3.3% | -1.1% | -2.9% |
| 30D | +28.1% | -2.2% | +30.3% | +29.3% |
| 3M | +48.8% | -3.0% | +51.9% | +50.8% |
| 6M | +28.3% | +2.7% | +25.5% | +25.5% |
| YTD | -6.0% | -6.8% | +0.8% | -3.9% |
| 1Y | +1.4% | -5.3% | +6.7% | +2.4% |
| 3Y | +11.8% | -9.8% | +21.6% | +10.0% |
| 5Y | -2.0% | +9.7% | -11.7% | -15.5% |
| 10Y | +239.6% | +64.5% | +175.1% | +125.0% |
| All | +5,760.6% | +216.5% | +5,544.1% | +2,404.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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