+25.3%
CRM vs AG
-25.0%
+50.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | -0.5% |
| 7D | -8.1% | -5.8% | -2.3% | -8.2% |
| 30D | +23.1% | +6.4% | +16.7% | +23.5% |
| 3M | +42.5% | +28.4% | +14.2% | +45.7% |
| 6M | +25.3% | -24.5% | +49.8% | +22.1% |
| All | +25.3% | -25.0% | +50.4% | +22.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling