-10.0%
CRM vs BR
-14.2%
+4.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.0% | -0.8% | -0.2% |
| 7D | -6.2% | +7.0% | -13.2% | -11.3% |
| 30D | -1.2% | +19.0% | -20.2% | -14.7% |
| 3M | +19.1% | +13.1% | +6.0% | +7.6% |
| 6M | +23.0% | +24.6% | -1.7% | +2.4% |
| YTD | -13.7% | -13.6% | -0.1% | -9.4% |
| 1Y | -10.0% | -13.1% | +3.1% | -6.3% |
| All | -10.0% | -14.2% | +4.3% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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