+20.6%
CRM vs COMP
-47.7%
+68.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.0% |
| 7D | +1.3% | +1.4% | -0.1% | +1.0% |
| 30D | +34.3% | -13.3% | +47.7% | +36.9% |
| 3M | +37.7% | +41.1% | -3.4% | +30.1% |
| 6M | +34.9% | +17.2% | +17.8% | +29.3% |
| YTD | -1.6% | +5.2% | -6.8% | -4.5% |
| 1Y | +7.1% | +18.9% | -11.8% | +1.4% |
| 3Y | +19.0% | +215.9% | -196.9% | -9.9% |
| 5Y | -1.3% | -31.2% | +29.9% | -12.3% |
| All | +20.6% | -47.7% | +68.2% | +10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling