+238.9%
CRM vs SU
+267.2%
-28.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.1% | +2.0% |
| 7D | -4.4% | +2.2% | -6.7% | -4.9% |
| 30D | +28.1% | +8.4% | +19.7% | +26.2% |
| 3M | +48.8% | +12.1% | +36.7% | +45.3% |
| 6M | +28.3% | +19.7% | +8.6% | +23.3% |
| YTD | -6.0% | +58.4% | -64.4% | -14.8% |
| 1Y | +1.4% | +67.2% | -65.8% | -9.2% |
| 3Y | +11.8% | +125.0% | -113.2% | -7.0% |
| 5Y | -2.0% | +355.1% | -357.1% | -30.5% |
| All | +238.9% | +267.2% | -28.3% | +141.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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