+39.0%
CRM vs ASTS
+233.7%
-194.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +0.5% |
| 7D | +2.0% | +0.8% | +1.1% | +1.8% |
| 30D | -7.7% | -22.6% | +15.0% | -6.5% |
| 3M | +8.4% | -54.4% | +62.8% | +12.8% |
| 6M | +31.9% | -56.4% | +88.3% | +35.6% |
| YTD | -17.2% | -55.1% | +37.9% | -16.7% |
| 1Y | -8.6% | -46.9% | +38.3% | -9.8% |
| 3Y | +3.1% | +715.0% | -711.9% | -24.7% |
| 5Y | -27.6% | +153.7% | -181.3% | -46.0% |
| All | +39.0% | +233.7% | -194.7% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 ASTS 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