+242.4%
CRM vs TRU
+228.8%
+13.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +1.0% | +1.5% |
| 7D | -4.4% | -2.7% | -1.7% | -3.1% |
| 30D | +28.1% | -2.0% | +30.2% | +29.5% |
| 3M | +48.8% | +18.4% | +30.4% | +37.2% |
| 6M | +28.3% | +8.9% | +19.4% | +22.4% |
| YTD | -6.0% | -8.9% | +2.9% | -3.0% |
| 1Y | +1.4% | -15.9% | +17.3% | +7.7% |
| 3Y | +11.8% | -1.1% | +12.9% | +3.3% |
| 5Y | -2.0% | -35.2% | +33.2% | +10.5% |
| 10Y | +239.6% | +145.3% | +94.3% | +95.6% |
| All | +242.4% | +228.8% | +13.6% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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