-27.3%
CRM vs SW
-3.3%
-24.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.3% |
| 7D | +2.0% | -3.9% | +5.9% | +2.4% |
| 30D | -7.7% | +3.9% | -11.6% | -8.1% |
| 3M | +8.4% | -14.6% | +22.9% | +10.2% |
| 6M | +31.9% | +6.9% | +25.0% | +30.3% |
| YTD | -17.2% | +12.8% | -30.0% | -19.3% |
| 1Y | -8.6% | +24.3% | -32.9% | -12.3% |
| 3Y | +3.1% | +38.7% | -35.5% | -2.5% |
| All | -27.3% | -3.3% | -24.0% | -33.0% |
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