-3.9%
CRM vs TPR
+222.6%
-226.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.9% |
| 7D | -8.1% | -5.1% | -3.0% | -6.9% |
| 30D | +23.1% | -27.6% | +50.6% | +32.4% |
| 3M | +42.5% | -17.5% | +60.0% | +47.7% |
| 6M | +25.3% | -21.3% | +46.6% | +29.9% |
| YTD | -7.8% | -8.5% | +0.7% | -9.6% |
| 1Y | +1.0% | +11.5% | -10.4% | -7.9% |
| 3Y | +10.0% | +288.0% | -278.0% | -39.5% |
| 5Y | -3.9% | +225.2% | -229.0% | -45.8% |
| All | -3.9% | +222.6% | -226.5% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling