+238.9%
CRM vs Z
-2.5%
+241.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.1% | +0.9% |
| 7D | -4.4% | -6.0% | +1.6% | -2.8% |
| 30D | +28.1% | -2.3% | +30.4% | +28.9% |
| 3M | +48.8% | -0.6% | +49.4% | +48.9% |
| 6M | +28.3% | -27.6% | +55.9% | +38.6% |
| YTD | -6.0% | -52.4% | +46.3% | +12.9% |
| 1Y | +1.4% | -63.6% | +65.0% | +30.0% |
| 3Y | +11.8% | -36.4% | +48.2% | +18.8% |
| 5Y | -2.0% | -64.6% | +62.6% | +11.6% |
| All | +238.9% | -2.5% | +241.4% | +163.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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