-0.8%
CRM vs CL
+26.4%
-27.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.1% |
| 7D | -4.4% | -2.2% | -2.2% | -4.2% |
| 30D | +28.1% | -6.0% | +34.1% | +29.2% |
| 3M | +48.8% | -2.3% | +51.2% | +49.5% |
| 6M | +28.3% | -2.0% | +30.2% | +28.8% |
| YTD | -6.0% | +11.8% | -17.9% | -7.9% |
| 1Y | +1.4% | +5.8% | -4.4% | +0.5% |
| 3Y | +11.8% | +25.9% | -14.1% | +1.6% |
| All | -0.8% | +26.4% | -27.3% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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