-10.0%
CRM vs C
+27.1%
-37.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.6% | +2.1% |
| 7D | -6.2% | +1.1% | -7.3% | -6.2% |
| 30D | -1.2% | -2.4% | +1.3% | -1.1% |
| 3M | +19.1% | -8.4% | +27.5% | +19.7% |
| 6M | +23.0% | +0.3% | +22.6% | +21.2% |
| YTD | -13.7% | +9.1% | -22.8% | -15.7% |
| 1Y | -10.0% | +26.0% | -36.0% | -20.1% |
| All | -10.0% | +27.1% | -37.1% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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