-55.4%
APP vs CRM
-11.3%
-44.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.2% | +8.5% | +9.9% |
| 7D | +4.5% | -6.2% | +10.7% | +6.9% |
| 30D | -3.6% | -1.2% | -2.5% | -3.2% |
| 3M | -35.3% | +19.1% | -54.4% | -40.4% |
| 6M | -42.8% | +23.0% | -65.8% | -48.6% |
| YTD | -59.7% | -13.7% | -46.0% | -60.7% |
| 1Y | -55.4% | -10.0% | -45.4% | -57.0% |
| All | -55.4% | -11.3% | -44.1% | -57.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling