-10.0%
CRM vs CP
+35.2%
-45.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.5% | -1.3% | +2.5% |
| 7D | -6.2% | +5.6% | -11.8% | -5.8% |
| 30D | -1.2% | +10.0% | -11.2% | -0.3% |
| 3M | +19.1% | +4.4% | +14.7% | +19.2% |
| 6M | +23.0% | +14.1% | +8.9% | +25.6% |
| YTD | -13.7% | +29.1% | -42.7% | -11.8% |
| 1Y | -10.0% | +34.6% | -44.5% | -11.6% |
| All | -10.0% | +35.2% | -45.2% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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