+3.1%
CRM vs D
+73.4%
-70.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +2.0% | -1.4% | +3.3% | +1.8% |
| 30D | -7.7% | +7.7% | -15.4% | -6.9% |
| 3M | +8.4% | -0.3% | +8.7% | +8.3% |
| 6M | +31.9% | +10.1% | +21.9% | +33.2% |
| YTD | -17.2% | +19.1% | -36.3% | -15.7% |
| 1Y | -8.6% | +15.9% | -24.5% | -7.1% |
| 3Y | +3.1% | +75.0% | -71.9% | +8.7% |
| All | +3.1% | +73.4% | -70.2% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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