+5,760.6%
CRM vs TRI
+443.2%
+5,317.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +0.9% |
| 7D | -4.4% | -7.9% | +3.4% | +0.6% |
| 30D | +28.1% | -4.5% | +32.6% | +31.9% |
| 3M | +48.8% | +22.1% | +26.7% | +29.7% |
| 6M | +28.3% | -2.8% | +31.0% | +28.1% |
| YTD | -6.0% | -23.4% | +17.4% | +7.7% |
| 1Y | +1.4% | -41.5% | +43.0% | +37.2% |
| 3Y | +11.8% | -19.2% | +31.1% | +18.6% |
| 5Y | -2.0% | -9.4% | +7.4% | -3.5% |
| 10Y | +239.6% | +195.6% | +44.1% | +52.8% |
| All | +5,760.6% | +443.2% | +5,317.4% | +1,579.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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