-0.8%
CRM vs CI
+50.4%
-51.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -4.4% | -0.1% | -4.4% | -4.4% |
| 30D | +28.1% | +1.8% | +26.4% | +27.9% |
| 3M | +48.8% | -4.2% | +53.1% | +49.4% |
| 6M | +28.3% | +8.8% | +19.4% | +26.5% |
| YTD | -6.0% | +3.7% | -9.8% | -6.8% |
| 1Y | +1.4% | -6.1% | +7.6% | +1.6% |
| 3Y | +11.8% | +4.5% | +7.4% | +7.9% |
| All | -0.8% | +50.4% | -51.2% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling