+9.7%
CRM vs ADM
+21.5%
-11.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | -8.1% | +3.0% | -11.1% | -8.2% |
| 30D | +23.1% | +8.7% | +14.4% | +22.8% |
| 3M | +42.5% | +7.6% | +34.9% | +42.1% |
| 6M | +25.3% | +26.9% | -1.6% | +24.1% |
| YTD | -7.8% | +54.3% | -62.1% | -9.8% |
| 1Y | +1.0% | +45.7% | -44.6% | -0.8% |
| All | +9.7% | +21.5% | -11.7% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 3y: compounded portfolio wealth divided by compounded ADM 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…
3y analysis · Full analysis span regression · 6 months rolling