+1,130.9%
CRM vs SW
+705.6%
+425.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | -0.1% |
| 7D | -2.2% | -3.0% | +0.8% | -2.0% |
| 30D | -8.6% | +4.2% | -12.8% | -8.9% |
| 3M | +12.7% | -11.5% | +24.3% | +13.6% |
| 6M | +27.6% | +8.6% | +19.0% | +26.5% |
| YTD | -17.3% | +15.0% | -32.3% | -18.6% |
| 1Y | -10.8% | +25.7% | -36.5% | -12.9% |
| 3Y | +3.8% | +44.8% | -41.0% | +0.1% |
| 5Y | -27.7% | -1.7% | -26.0% | -29.8% |
| 10Y | +197.3% | +176.9% | +20.4% | +172.5% |
| All | +1,130.9% | +705.6% | +425.4% | +957.5% |
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