+1,364.1%
CRM vs SW
+755.0%
+609.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -2.1% |
| 7D | +1.3% | -5.1% | +6.4% | +1.6% |
| 30D | +34.3% | -4.6% | +38.9% | +34.7% |
| 3M | +37.7% | +9.4% | +28.3% | +36.6% |
| 6M | +34.9% | +3.5% | +31.4% | +34.1% |
| YTD | -1.6% | +22.0% | -23.7% | -3.6% |
| 1Y | +7.1% | +2.2% | +4.9% | +6.2% |
| 3Y | +19.0% | +19.6% | -0.5% | +16.0% |
| 5Y | -1.3% | -2.3% | +1.1% | -4.2% |
| 10Y | +251.2% | +181.4% | +69.8% | +220.7% |
| All | +1,364.1% | +755.0% | +609.1% | +1,153.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling