+9.7%
CRM vs ALB
-31.4%
+41.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | -0.2% |
| 7D | -8.1% | -7.6% | -0.5% | -7.4% |
| 30D | +23.1% | -5.6% | +28.7% | +23.7% |
| 3M | +42.5% | -16.8% | +59.4% | +44.9% |
| 6M | +25.3% | -26.3% | +51.6% | +28.0% |
| YTD | -7.8% | -13.2% | +5.4% | -8.4% |
| 1Y | +1.0% | +68.8% | -67.8% | -9.5% |
| All | +9.7% | -31.4% | +41.1% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling