+238.9%
CRM vs TPR
+327.7%
-88.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.3% | +1.4% |
| 7D | -4.4% | -3.0% | -1.5% | -3.8% |
| 30D | +28.1% | -22.6% | +50.8% | +34.7% |
| 3M | +48.8% | -18.2% | +67.0% | +54.3% |
| 6M | +28.3% | -18.0% | +46.2% | +31.4% |
| YTD | -6.0% | -6.4% | +0.4% | -7.4% |
| 1Y | +1.4% | +12.3% | -10.9% | -5.0% |
| 3Y | +11.8% | +298.7% | -286.8% | -26.6% |
| 5Y | -2.0% | +232.5% | -234.5% | -34.2% |
| All | +238.9% | +327.7% | -88.8% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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