+558.6%
QQQ vs CRM
+241.6%
+317.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.1% | +0.1% |
| 7D | -0.6% | -4.4% | +3.9% | +1.1% |
| 30D | -1.2% | +28.1% | -29.4% | -11.5% |
| 3M | -0.2% | +48.8% | -49.0% | -16.8% |
| 6M | +17.9% | +28.3% | -10.3% | +2.8% |
| YTD | +16.6% | -6.0% | +22.7% | +15.6% |
| 1Y | +23.0% | +1.4% | +21.5% | +17.0% |
| 3Y | +92.9% | +11.8% | +81.1% | +67.6% |
| 5Y | +95.6% | -2.0% | +97.6% | +73.2% |
| All | +558.6% | +241.6% | +317.0% | +231.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRM.
Daily Out/Under-Performance
Portfolio return minus CRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRM 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 CRM 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