+10.2%
CRM vs CB
+69.9%
-59.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -5.0% | -0.5% | -4.4% | -4.9% |
| 30D | +23.6% | -3.1% | +26.7% | +24.1% |
| 3M | +39.6% | +4.2% | +35.4% | +39.3% |
| 6M | +23.4% | +4.7% | +18.7% | +23.2% |
| YTD | -7.4% | +8.8% | -16.2% | -8.2% |
| 1Y | -2.3% | +22.6% | -24.9% | -5.0% |
| All | +10.2% | +69.9% | -59.7% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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