+5,676.4%
CRM vs T
+549.3%
+5,127.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.0% |
| 7D | -5.0% | -3.1% | -1.9% | -3.3% |
| 30D | +23.6% | +4.6% | +19.0% | +20.4% |
| 3M | +39.6% | +12.2% | +27.4% | +30.3% |
| 6M | +23.4% | -6.5% | +29.9% | +26.5% |
| YTD | -7.4% | +4.9% | -12.3% | -12.1% |
| 1Y | -2.3% | -10.5% | +8.2% | +1.1% |
| 3Y | +10.5% | +104.6% | -94.1% | -34.3% |
| 5Y | -4.7% | +64.2% | -68.9% | -37.7% |
| 10Y | +234.7% | +68.4% | +166.3% | +94.2% |
| All | +5,676.4% | +549.3% | +5,127.1% | +731.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling