-10.0%
CRM vs ALB
+4.7%
-14.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.3% | -3.1% | +2.3% |
| 7D | -6.2% | -2.1% | -4.1% | -6.3% |
| 30D | -1.2% | -9.0% | +7.8% | -1.4% |
| 3M | +19.1% | -21.1% | +40.3% | +18.7% |
| 6M | +23.0% | -49.9% | +72.9% | +22.6% |
| YTD | -13.7% | -32.3% | +18.6% | -16.2% |
| 1Y | -10.0% | +8.6% | -18.6% | -17.0% |
| All | -10.0% | +4.7% | -14.7% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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