-10.0%
CRM vs AS
+3.3%
-13.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.1% | -2.9% | +2.0% |
| 7D | -6.2% | +13.8% | -20.0% | -6.7% |
| 30D | -1.2% | +16.7% | -17.8% | -1.8% |
| 3M | +19.1% | -11.5% | +30.6% | +20.2% |
| 6M | +23.0% | -5.5% | +28.5% | +23.7% |
| YTD | -13.7% | -14.2% | +0.5% | -12.5% |
| 1Y | -10.0% | +2.1% | -12.1% | -10.8% |
| All | -10.0% | +3.3% | -13.3% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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