+11.8%
CRM vs ALL
+152.0%
-140.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.2% | +1.8% |
| 7D | -4.4% | -2.3% | -2.2% | -4.0% |
| 30D | +28.1% | -0.4% | +28.6% | +28.2% |
| 3M | +48.8% | +16.0% | +32.8% | +45.2% |
| 6M | +28.3% | +24.6% | +3.7% | +23.6% |
| YTD | -6.0% | +23.7% | -29.7% | -9.4% |
| 1Y | +1.4% | +27.7% | -26.3% | -2.9% |
| 3Y | +11.8% | +150.2% | -138.4% | -8.1% |
| All | +11.8% | +152.0% | -140.1% | -8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling