-11.2%
CRM vs AUR
-10.8%
-0.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.8% | -2.0% |
| 7D | -3.7% | -8.5% | +4.8% | -3.0% |
| 30D | -1.1% | -29.9% | +28.8% | +1.6% |
| 3M | +15.5% | -39.8% | +55.2% | +19.7% |
| 6M | +19.5% | -38.3% | +57.7% | +21.9% |
| YTD | -15.5% | +4.9% | -20.4% | -21.7% |
| 1Y | -11.2% | -9.6% | -1.6% | -16.3% |
| All | -11.2% | -10.8% | -0.4% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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