+9.7%
CRM vs CP
+18.1%
-8.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | -8.1% | -2.7% | -5.4% | -7.5% |
| 30D | +23.1% | -3.4% | +26.4% | +23.9% |
| 3M | +42.5% | -0.6% | +43.2% | +42.6% |
| 6M | +25.3% | +6.3% | +19.0% | +22.8% |
| YTD | -7.8% | +21.2% | -29.0% | -13.8% |
| 1Y | +1.0% | +20.0% | -19.0% | -5.5% |
| All | +9.7% | +18.1% | -8.3% | -0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling