+7.1%
CRM vs BP
+34.1%
-27.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -1.9% |
| 7D | +1.3% | +3.9% | -2.7% | +1.7% |
| 30D | +34.3% | +7.6% | +26.7% | +35.5% |
| 3M | +37.7% | +0.7% | +37.0% | +37.3% |
| 6M | +34.9% | +15.5% | +19.5% | +40.3% |
| YTD | -1.6% | +30.8% | -32.5% | +7.5% |
| 1Y | +7.1% | +34.3% | -27.2% | +18.4% |
| All | +7.1% | +34.1% | -27.0% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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