-22.8%
CRM vs AS
+142.2%
-165.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | +0.1% |
| 7D | -5.0% | +5.8% | -10.8% | -5.9% |
| 30D | -6.2% | +15.4% | -21.5% | -8.5% |
| 3M | +11.7% | -11.9% | +23.6% | +14.0% |
| 6M | +18.7% | -9.9% | +28.6% | +20.5% |
| YTD | -18.3% | -13.1% | -5.2% | -17.1% |
| 1Y | -9.6% | +9.9% | -19.5% | -13.0% |
| All | -22.8% | +142.2% | -165.1% | -37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling