+5,648.9%
CRM vs SRE
+892.0%
+4,757.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.1% |
| 7D | -8.1% | -0.7% | -7.4% | -7.8% |
| 30D | +23.1% | -1.7% | +24.8% | +23.6% |
| 3M | +42.5% | -7.1% | +49.6% | +46.5% |
| 6M | +25.3% | -8.4% | +33.7% | +28.4% |
| YTD | -7.8% | -3.5% | -4.3% | -8.3% |
| 1Y | +1.0% | +5.4% | -4.4% | -4.3% |
| 3Y | +10.0% | +29.5% | -19.5% | -10.0% |
| 5Y | -3.9% | +48.3% | -52.2% | -28.1% |
| 10Y | +233.2% | +123.5% | +109.7% | +80.5% |
| All | +5,648.9% | +892.0% | +4,757.0% | +1,070.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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