+379.1%
V vs CRM
+241.6%
+137.6%
-36.4%
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% | +0.2% |
| 7D | -1.2% | -4.4% | +3.2% | +0.2% |
| 30D | +3.1% | +28.1% | -25.1% | -6.4% |
| 3M | +16.3% | +48.8% | -32.5% | -0.2% |
| 6M | +20.4% | +28.3% | -7.9% | +7.5% |
| YTD | +6.3% | -6.0% | +12.3% | +5.7% |
| 1Y | +8.7% | +1.4% | +7.3% | +4.4% |
| 3Y | +53.3% | +11.8% | +41.5% | +34.3% |
| 5Y | +71.1% | -2.0% | +73.1% | +51.3% |
| All | +379.1% | +241.6% | +137.6% | +122.8% |
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