+238.9%
CRM vs TER
+1,891.7%
-1,652.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.6% | +1.3% |
| 7D | -4.4% | +6.4% | -10.8% | -5.9% |
| 30D | +28.1% | -5.7% | +33.8% | +29.1% |
| 3M | +48.8% | -0.4% | +49.2% | +42.6% |
| 6M | +28.3% | +25.8% | +2.4% | +9.5% |
| YTD | -6.0% | +96.4% | -102.4% | -32.6% |
| 1Y | +1.4% | +229.2% | -227.8% | -40.8% |
| 3Y | +11.8% | +288.1% | -276.3% | -44.0% |
| 5Y | -2.0% | +219.9% | -222.0% | -49.3% |
| All | +238.9% | +1,891.7% | -1,652.8% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 10y: compounded portfolio wealth divided by compounded TER 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…
10y analysis · Full analysis span regression · 6 months rolling