+1.5%
CRM vs COMP
+13.5%
-12.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -2.0% |
| 7D | -5.0% | +0.8% | -5.8% | -5.0% |
| 30D | +23.6% | -13.9% | +37.5% | +24.6% |
| 3M | +39.6% | +30.7% | +8.9% | +38.0% |
| 6M | +23.4% | +18.7% | +4.8% | +24.1% |
| YTD | -7.4% | +1.0% | -8.4% | -4.7% |
| All | +1.5% | +13.5% | -12.0% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling