+10.2%
CRM vs BA
-3.4%
+13.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | +0.1% | -1.6% |
| 7D | -5.0% | -1.2% | -3.8% | -4.8% |
| 30D | +23.6% | -11.3% | +34.9% | +26.2% |
| 3M | +39.6% | -3.8% | +43.4% | +40.1% |
| 6M | +23.4% | -8.3% | +31.7% | +24.4% |
| YTD | -7.4% | -4.9% | -2.4% | -7.7% |
| 1Y | -2.3% | -10.1% | +7.8% | -1.5% |
| All | +10.2% | -3.4% | +13.7% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling