-10.7%
CRM vs AS
+114.1%
-124.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.8% | -1.1% | -3.4% |
| 7D | -3.5% | -2.6% | -0.9% | -3.1% |
| 30D | +29.3% | -22.1% | +51.4% | +34.9% |
| 3M | +36.8% | -15.3% | +52.1% | +40.5% |
| 6M | +23.9% | -15.6% | +39.5% | +26.6% |
| YTD | -5.5% | -23.2% | +17.7% | -1.8% |
| 1Y | -0.4% | -21.7% | +21.3% | +2.6% |
| All | -10.7% | +114.1% | -124.8% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling