+7.1%
CRM vs A
+21.7%
-14.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | +1.3% | -1.9% | +3.2% | +1.6% |
| 30D | +34.3% | +6.9% | +27.4% | +33.3% |
| 3M | +37.7% | +9.2% | +28.5% | +36.4% |
| 6M | +34.9% | +25.7% | +9.3% | +31.6% |
| YTD | -1.6% | +11.5% | -13.2% | +0.2% |
| 1Y | +7.1% | +18.4% | -11.2% | +9.9% |
| All | +7.1% | +21.7% | -14.5% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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