+1.4%
CRM vs BA
-7.7%
+9.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.8% | +2.0% |
| 7D | -4.4% | -0.8% | -3.6% | -4.5% |
| 30D | +28.1% | -9.0% | +37.1% | +27.9% |
| 3M | +48.8% | -5.0% | +53.9% | +48.8% |
| 6M | +28.3% | -1.7% | +30.0% | +27.5% |
| YTD | -6.0% | -3.1% | -2.9% | -6.2% |
| 1Y | +1.4% | -4.3% | +5.8% | +0.4% |
| All | +1.4% | -7.7% | +9.1% | +0.4% |
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