+6,032.9%
CRM vs TPR
+768.4%
+5,264.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +1.3% | -2.3% | +3.6% | +2.0% |
| 30D | +34.3% | -23.0% | +57.3% | +44.9% |
| 3M | +37.7% | -12.5% | +50.2% | +41.7% |
| 6M | +34.9% | -21.4% | +56.4% | +41.7% |
| YTD | -1.6% | -3.5% | +1.9% | -4.6% |
| 1Y | +7.1% | +17.4% | -10.2% | -3.8% |
| 3Y | +19.0% | +291.3% | -272.2% | -34.4% |
| 5Y | -1.3% | +241.9% | -243.2% | -44.9% |
| 10Y | +251.2% | +322.7% | -71.5% | +47.2% |
| All | +6,032.9% | +768.4% | +5,264.5% | +1,347.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling