+549.9%
CRM vs ALM
+8,043.4%
-7,493.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -2.0% |
| 7D | -5.0% | +3.6% | -8.6% | -5.0% |
| 30D | +23.6% | +33.8% | -10.2% | +23.5% |
| 3M | +39.6% | +14.8% | +24.8% | +39.5% |
| 6M | +23.4% | -7.0% | +30.4% | +23.4% |
| YTD | -7.4% | +108.1% | -115.4% | -7.6% |
| 1Y | -2.3% | +313.8% | -316.1% | -2.8% |
| 3Y | +10.5% | +2,227.6% | -2,217.1% | +9.2% |
| 5Y | -4.7% | +956.6% | -961.4% | -5.7% |
| 10Y | +234.7% | +3,082.3% | -2,847.5% | +229.6% |
| All | +549.9% | +8,043.4% | -7,493.5% | +533.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling