-29.8%
CRM vs SW
-2.6%
-27.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.8% |
| 7D | -6.8% | +2.3% | -9.1% | -7.0% |
| 30D | -4.9% | +6.8% | -11.6% | -5.6% |
| 3M | +14.6% | -5.2% | +19.8% | +15.1% |
| 6M | +18.4% | +7.4% | +11.0% | +16.9% |
| YTD | -18.8% | +17.4% | -36.2% | -21.3% |
| 1Y | -10.0% | +27.1% | -37.0% | -13.7% |
| 3Y | +5.0% | +47.9% | -42.9% | -1.6% |
| All | -29.8% | -2.6% | -27.2% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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