-2.7%
CRM vs T
+67.3%
-70.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.7% |
| 7D | -8.1% | -2.4% | -5.7% | -7.8% |
| 30D | +23.1% | +4.3% | +18.8% | +22.2% |
| 3M | +42.5% | +11.6% | +31.0% | +40.0% |
| 6M | +25.3% | -5.6% | +30.9% | +25.8% |
| YTD | -7.8% | +6.6% | -14.4% | -9.7% |
| 1Y | +1.0% | -8.4% | +9.4% | +1.9% |
| 3Y | +10.0% | +107.8% | -97.9% | -11.8% |
| All | -2.7% | +67.3% | -70.0% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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