-0.8%
CRM vs AG
+63.6%
-64.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.9% | +2.2% |
| 7D | -4.4% | -6.7% | +2.3% | -3.8% |
| 30D | +28.1% | +2.2% | +26.0% | +27.8% |
| 3M | +48.8% | +15.7% | +33.1% | +46.3% |
| 6M | +28.3% | -23.8% | +52.0% | +30.4% |
| YTD | -6.0% | +17.6% | -23.7% | -10.0% |
| 1Y | +1.4% | +88.6% | -87.2% | -9.0% |
| 3Y | +11.8% | +253.4% | -241.6% | -12.6% |
| All | -0.8% | +63.6% | -64.5% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling