+5,648.9%
CRM vs TRV
+1,406.9%
+4,242.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -8.1% | -1.5% | -6.6% | -7.4% |
| 30D | +23.1% | -1.8% | +24.9% | +24.1% |
| 3M | +42.5% | +21.6% | +21.0% | +29.2% |
| 6M | +25.3% | +22.5% | +2.9% | +12.7% |
| YTD | -7.8% | +28.1% | -36.0% | -19.1% |
| 1Y | +1.0% | +37.0% | -36.0% | -14.6% |
| 3Y | +10.0% | +141.9% | -131.9% | -32.0% |
| 5Y | -3.9% | +158.5% | -162.4% | -44.0% |
| 10Y | +233.2% | +297.5% | -64.4% | +41.9% |
| All | +5,648.9% | +1,406.9% | +4,242.0% | +981.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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