-0.8%
CRM vs AA
+1.1%
-1.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | -4.4% | -3.4% | -1.0% | -3.9% |
| 30D | +28.1% | -5.8% | +33.9% | +29.3% |
| 3M | +48.8% | -29.9% | +78.7% | +57.2% |
| 6M | +28.3% | -27.0% | +55.3% | +33.5% |
| YTD | -6.0% | -8.7% | +2.7% | -6.7% |
| 1Y | +1.4% | +50.6% | -49.2% | -9.2% |
| 3Y | +11.8% | +74.1% | -62.2% | -7.3% |
| All | -0.8% | +1.1% | -1.9% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling