-10.0%
CRM vs CF
+35.9%
-45.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.4% | +6.6% | +2.3% |
| 7D | -6.2% | -6.9% | +0.7% | -6.0% |
| 30D | -1.2% | -3.7% | +2.6% | -1.1% |
| 3M | +19.1% | -5.0% | +24.1% | +19.2% |
| 6M | +23.0% | -10.5% | +33.4% | +23.3% |
| YTD | -13.7% | +46.5% | -60.2% | -12.0% |
| 1Y | -10.0% | +34.8% | -44.8% | -3.4% |
| All | -10.0% | +35.9% | -45.9% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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