+7.1%
CRM vs ADI
+50.9%
-43.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -1.6% |
| 7D | +1.3% | +0.4% | +0.8% | +1.4% |
| 30D | +34.3% | -3.8% | +38.1% | +33.2% |
| 3M | +37.7% | -15.3% | +52.9% | +34.4% |
| 6M | +34.9% | +6.7% | +28.3% | +31.7% |
| YTD | -1.6% | +34.8% | -36.4% | -12.5% |
| 1Y | +7.1% | +49.0% | -41.9% | -8.5% |
| All | +7.1% | +50.9% | -43.8% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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