-0.8%
CRM vs USFR
+20.6%
-21.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.9% | +1.7% |
| 7D | -4.4% | +0.1% | -4.6% | -4.9% |
| 30D | +28.1% | +0.4% | +27.8% | +26.5% |
| 3M | +48.8% | +1.0% | +47.8% | +43.1% |
| 6M | +28.3% | +2.0% | +26.3% | +19.8% |
| YTD | -6.0% | +2.8% | -8.8% | -14.3% |
| 1Y | +1.4% | +4.1% | -2.7% | -11.5% |
| 3Y | +11.8% | +14.1% | -2.3% | -22.7% |
| All | -0.8% | +20.6% | -21.4% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 5y: compounded portfolio wealth divided by compounded USFR 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…
5y analysis · Full analysis span regression · 6 months rolling