+5,676.4%
CRM vs TER
+1,892.0%
+3,784.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.1% | -3.1% |
| 7D | -5.0% | +12.4% | -17.3% | -9.1% |
| 30D | +23.6% | +5.1% | +18.5% | +20.1% |
| 3M | +39.6% | +4.0% | +35.6% | +28.3% |
| 6M | +23.4% | +29.5% | -6.1% | -2.2% |
| YTD | -7.4% | +98.5% | -105.8% | -40.5% |
| 1Y | -2.3% | +234.1% | -236.4% | -51.4% |
| 3Y | +10.5% | +289.0% | -278.5% | -53.6% |
| 5Y | -4.7% | +228.2% | -232.9% | -58.9% |
| 10Y | +234.7% | +1,895.7% | -1,660.9% | -46.3% |
| All | +5,676.4% | +1,892.0% | +3,784.4% | +668.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling