+305.5%
CRM vs USFR
+27.6%
+277.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -8.1% | +0.1% | -8.2% | -8.2% |
| 30D | +23.1% | +0.3% | +22.7% | +22.6% |
| 3M | +42.5% | +1.0% | +41.6% | +41.1% |
| 6M | +25.3% | +1.9% | +23.4% | +22.8% |
| YTD | -7.8% | +2.7% | -10.5% | -10.3% |
| 1Y | +1.0% | +4.0% | -3.0% | -3.1% |
| 3Y | +10.0% | +14.1% | -4.1% | -4.1% |
| 5Y | -3.9% | +20.5% | -24.4% | -20.6% |
| 10Y | +233.2% | +28.0% | +205.1% | +159.1% |
| All | +305.5% | +27.6% | +277.9% | +215.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling