+11.8%
CRM vs DD
+41.1%
-29.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | -4.4% | -3.5% | -0.9% | -3.8% |
| 30D | +28.1% | -11.7% | +39.8% | +31.3% |
| 3M | +48.8% | -9.2% | +58.1% | +51.5% |
| 6M | +28.3% | -7.2% | +35.4% | +29.0% |
| YTD | -6.0% | +6.6% | -12.6% | -9.6% |
| 1Y | +1.4% | +32.0% | -30.6% | -8.8% |
| 3Y | +11.8% | +42.1% | -30.3% | -2.7% |
| All | +11.8% | +41.1% | -29.3% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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