+7.1%
CRM vs BNY
+59.6%
-52.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | +1.3% | +1.4% | -0.2% | +1.2% |
| 30D | +34.3% | +3.8% | +30.5% | +33.9% |
| 3M | +37.7% | +14.9% | +22.8% | +34.4% |
| 6M | +34.9% | +40.3% | -5.4% | +24.2% |
| YTD | -1.6% | +43.8% | -45.4% | -9.8% |
| 1Y | +7.1% | +58.9% | -51.7% | -5.8% |
| All | +7.1% | +59.6% | -52.4% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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