+7.1%
CRM vs BAH
-28.2%
+35.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.4% |
| 7D | +1.3% | -3.2% | +4.5% | +2.5% |
| 30D | +34.3% | +2.0% | +32.3% | +33.6% |
| 3M | +37.7% | -7.6% | +45.3% | +40.7% |
| 6M | +34.9% | -5.7% | +40.6% | +36.8% |
| YTD | -1.6% | -11.7% | +10.1% | +0.9% |
| 1Y | +7.1% | -27.4% | +34.5% | +10.0% |
| All | +7.1% | -28.2% | +35.4% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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