-10.0%
CRM vs CAG
-6.8%
-3.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.0% | -3.8% | +1.4% |
| 7D | -6.2% | +9.7% | -15.9% | -7.3% |
| 30D | -1.2% | +15.8% | -16.9% | -3.0% |
| 3M | +19.1% | +1.8% | +17.3% | +18.4% |
| 6M | +23.0% | +11.5% | +11.5% | +21.3% |
| YTD | -13.7% | -6.7% | -7.0% | -17.3% |
| 1Y | -10.0% | -5.6% | -4.4% | -14.7% |
| All | -10.0% | -6.8% | -3.2% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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