-2.3%
CRM vs AS
-24.2%
+21.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.9% |
| 7D | -5.0% | -2.8% | -2.2% | -4.9% |
| 30D | +23.6% | -23.2% | +46.8% | +24.6% |
| 3M | +39.6% | -20.1% | +59.7% | +40.5% |
| 6M | +23.4% | -18.5% | +42.0% | +24.5% |
| YTD | -7.4% | -25.6% | +18.3% | -6.4% |
| 1Y | -2.3% | -24.4% | +22.0% | -1.8% |
| All | -2.3% | -24.2% | +21.9% | -1.8% |
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