+1,108.8%
CRM vs SW
+722.5%
+386.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.9% |
| 7D | -6.8% | +2.3% | -9.1% | -6.9% |
| 30D | -4.9% | +6.8% | -11.6% | -5.3% |
| 3M | +14.6% | -5.2% | +19.8% | +14.9% |
| 6M | +18.4% | +7.4% | +11.0% | +17.5% |
| YTD | -18.8% | +17.4% | -36.2% | -20.2% |
| 1Y | -10.0% | +27.1% | -37.0% | -12.1% |
| 3Y | +5.0% | +47.9% | -42.9% | +1.1% |
| 5Y | -29.1% | -2.6% | -26.6% | -31.2% |
| 10Y | +192.8% | +182.7% | +10.1% | +168.0% |
| All | +1,108.8% | +722.5% | +386.2% | +937.0% |
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 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