+1.4%
CRM vs ALB
+66.4%
-64.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.4% | +2.0% |
| 7D | -4.4% | -6.6% | +2.2% | -4.4% |
| 30D | +28.1% | -8.1% | +36.3% | +28.3% |
| 3M | +48.8% | -25.7% | +74.5% | +49.9% |
| 6M | +28.3% | -29.5% | +57.7% | +28.5% |
| YTD | -6.0% | -16.2% | +10.2% | -7.9% |
| 1Y | +1.4% | +59.2% | -57.8% | -11.6% |
| All | +1.4% | +66.4% | -64.9% | -11.6% |
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