+1.4%
CRM vs BNY
+59.3%
-57.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -4.4% | -1.3% | -3.1% | -4.4% |
| 30D | +28.1% | -0.2% | +28.3% | +28.1% |
| 3M | +48.8% | +14.9% | +33.9% | +44.7% |
| 6M | +28.3% | +40.0% | -11.7% | +17.4% |
| YTD | -6.0% | +42.0% | -48.0% | -14.0% |
| 1Y | +1.4% | +56.9% | -55.4% | -11.6% |
| All | +1.4% | +59.3% | -57.8% | -11.6% |
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