+11.8%
CRM vs BAX
-35.4%
+47.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.1% |
| 7D | -4.4% | -7.9% | +3.4% | -3.6% |
| 30D | +28.1% | -11.7% | +39.8% | +29.8% |
| 3M | +48.8% | +16.2% | +32.6% | +46.4% |
| 6M | +28.3% | +32.0% | -3.7% | +24.4% |
| YTD | -6.0% | +24.7% | -30.7% | -8.9% |
| 1Y | +1.4% | -2.6% | +4.1% | +1.7% |
| 3Y | +11.8% | -35.0% | +46.8% | +15.3% |
| All | +11.8% | -35.4% | +47.2% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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