+11.8%
CRM vs C
+272.9%
-261.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | -4.4% | +0.8% | -5.2% | -4.7% |
| 30D | +28.1% | +0.9% | +27.2% | +27.7% |
| 3M | +48.8% | +1.1% | +47.8% | +47.8% |
| 6M | +28.3% | +28.4% | -0.1% | +16.8% |
| YTD | -6.0% | +20.8% | -26.8% | -12.8% |
| 1Y | +1.4% | +43.4% | -42.0% | -12.2% |
| 3Y | +11.8% | +274.9% | -263.0% | -33.1% |
| All | +11.8% | +272.9% | -261.0% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling