+11.8%
CRM vs ALM
+1,801.8%
-1,789.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.5% | +8.5% | +1.9% |
| 7D | -4.4% | -11.8% | +7.4% | -4.5% |
| 30D | +28.1% | +7.8% | +20.3% | +28.2% |
| 3M | +48.8% | -9.3% | +58.1% | +49.2% |
| 6M | +28.3% | -30.5% | +58.7% | +28.8% |
| YTD | -6.0% | +75.8% | -81.8% | -7.2% |
| 1Y | +1.4% | +241.2% | -239.8% | -1.4% |
| 3Y | +11.8% | +1,872.6% | -1,860.8% | +2.1% |
| All | +11.8% | +1,801.8% | -1,789.9% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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