-10.0%
CRM vs AG
+29.4%
-39.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.1% | -6.9% | +2.1% |
| 7D | -6.2% | -2.6% | -3.6% | -6.2% |
| 30D | -1.2% | -12.1% | +10.9% | -1.2% |
| 3M | +19.1% | -6.6% | +25.7% | +19.4% |
| 6M | +23.0% | -20.5% | +43.4% | +23.1% |
| YTD | -13.7% | -7.4% | -6.2% | -15.7% |
| 1Y | -10.0% | +33.4% | -43.4% | -14.0% |
| All | -10.0% | +29.4% | -39.3% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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