+1.5%
CRM vs COMP
-52.0%
+53.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.1% |
| 7D | +2.0% | 0.0% | +2.0% | +1.9% |
| 30D | -7.7% | +16.6% | -24.2% | -10.0% |
| 3M | +8.4% | -23.5% | +31.9% | +11.8% |
| 6M | +31.9% | +25.7% | +6.2% | +25.9% |
| YTD | -17.2% | -3.4% | -13.8% | -19.0% |
| 1Y | -8.6% | +7.6% | -16.2% | -12.3% |
| 3Y | +3.1% | +423.6% | -420.5% | -28.8% |
| 5Y | -27.6% | -10.6% | -17.0% | -37.0% |
| All | +1.5% | -52.0% | +53.5% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling