+11.8%
CRM vs BP
+38.9%
-27.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -4.4% | +5.2% | -9.7% | -4.7% |
| 30D | +28.1% | +8.7% | +19.4% | +27.4% |
| 3M | +48.8% | +9.3% | +39.5% | +47.6% |
| 6M | +28.3% | +13.6% | +14.7% | +26.8% |
| YTD | -6.0% | +37.7% | -43.7% | -8.8% |
| 1Y | +1.4% | +40.6% | -39.2% | -2.1% |
| 3Y | +11.8% | +40.3% | -28.5% | +8.8% |
| All | +11.8% | +38.9% | -27.1% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling