-10.0%
CRM vs ALL
+42.7%
-52.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.7% | +1.6% |
| 7D | -6.2% | +7.5% | -13.7% | -7.7% |
| 30D | -1.2% | +19.7% | -20.9% | -5.1% |
| 3M | +19.1% | +2.9% | +16.2% | +17.8% |
| 6M | +23.0% | +23.5% | -0.6% | +18.9% |
| YTD | -13.7% | +31.1% | -44.8% | -17.1% |
| 1Y | -10.0% | +40.5% | -50.4% | -13.4% |
| All | -10.0% | +42.7% | -52.7% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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