+9.7%
CRM vs AG
+260.2%
-250.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | -0.2% |
| 7D | -8.1% | -5.8% | -2.3% | -7.8% |
| 30D | +23.1% | +6.4% | +16.7% | +22.7% |
| 3M | +42.5% | +28.4% | +14.2% | +40.7% |
| 6M | +25.3% | -24.5% | +49.8% | +27.0% |
| YTD | -7.8% | +21.2% | -29.0% | -10.2% |
| 1Y | +1.0% | +114.1% | -113.1% | -6.0% |
| All | +9.7% | +260.2% | -250.5% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling