+238.9%
CRM vs SO
+159.0%
+79.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | -4.4% | -1.1% | -3.4% | -4.2% |
| 30D | +28.1% | -5.0% | +33.1% | +29.8% |
| 3M | +48.8% | -5.8% | +54.6% | +51.0% |
| 6M | +28.3% | -7.9% | +36.2% | +30.6% |
| YTD | -6.0% | +2.4% | -8.4% | -7.4% |
| 1Y | +1.4% | -2.3% | +3.7% | +1.1% |
| 3Y | +11.8% | +41.9% | -30.0% | -3.7% |
| 5Y | -2.0% | +58.1% | -60.1% | -19.7% |
| All | +238.9% | +159.0% | +79.9% | +150.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling