+17.8%
CRM vs AUR
-35.7%
+53.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.4% | +1.8% |
| 7D | -4.4% | +1.4% | -5.9% | -4.6% |
| 30D | +28.1% | -6.4% | +34.5% | +28.8% |
| 3M | +48.8% | +7.7% | +41.1% | +46.3% |
| 6M | +28.3% | +44.5% | -16.2% | +20.3% |
| YTD | -6.0% | +67.4% | -73.5% | -13.8% |
| 1Y | +1.4% | +15.4% | -14.0% | -3.0% |
| 3Y | +11.8% | +94.8% | -83.0% | -10.1% |
| 5Y | -2.0% | -35.1% | +33.1% | -16.8% |
| All | +17.8% | -35.7% | +53.5% | +0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling