+3.8%
CRM vs U
-41.4%
+45.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.5% | -2.6% | +1.0% |
| 7D | -4.4% | +5.5% | -10.0% | -5.5% |
| 30D | +28.1% | -1.3% | +29.4% | +28.3% |
| 3M | +48.8% | +64.6% | -15.8% | +33.2% |
| 6M | +28.3% | +119.4% | -91.1% | +7.7% |
| YTD | -6.0% | -0.5% | -5.5% | -9.2% |
| 1Y | +1.4% | +1.3% | +0.1% | -3.5% |
| 3Y | +11.8% | +15.6% | -3.8% | -4.1% |
| 5Y | -2.0% | -67.5% | +65.4% | -1.6% |
| All | +3.8% | -41.4% | +45.2% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 10y: compounded portfolio wealth divided by compounded U 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…
10y analysis · Full analysis span regression · 6 months rolling