-10.0%
CRM vs CI
+21.2%
-31.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.4% | -1.2% | +2.3% |
| 7D | -6.2% | +3.5% | -9.7% | -6.1% |
| 30D | -1.2% | +12.6% | -13.7% | -0.4% |
| 3M | +19.1% | +12.1% | +7.1% | +20.3% |
| 6M | +23.0% | +10.6% | +12.4% | +24.4% |
| YTD | -13.7% | +12.8% | -26.5% | -12.6% |
| 1Y | -10.0% | +18.0% | -28.0% | -9.5% |
| All | -10.0% | +21.2% | -31.2% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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