-10.0%
CRM vs BA
-12.3%
+2.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +2.2% |
| 7D | -6.2% | +5.9% | -12.1% | -6.2% |
| 30D | -1.2% | -8.2% | +7.0% | -1.0% |
| 3M | +19.1% | -25.4% | +44.5% | +18.4% |
| 6M | +23.0% | -20.0% | +43.0% | +22.3% |
| YTD | -13.7% | -18.5% | +4.8% | -13.7% |
| 1Y | -10.0% | -10.6% | +0.6% | -11.2% |
| All | -10.0% | -12.3% | +2.3% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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