+36.8%
CRM vs AA
-30.9%
+67.7%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.5% | -7.4% | -4.1% |
| 7D | -3.5% | +1.7% | -5.1% | -3.6% |
| 30D | +29.3% | +3.3% | +25.9% | +29.1% |
| 3M | +36.8% | -29.4% | +66.2% | +36.0% |
| All | +36.8% | -30.9% | +67.7% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 3mo: compounded portfolio wealth divided by compounded AA 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…
3mo analysis · Full analysis span regression · Available span rolling