+7.1%
CRM vs DE
+49.4%
-42.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -2.0% |
| 7D | +1.3% | +10.0% | -8.8% | +4.2% |
| 30D | +34.3% | +13.3% | +21.0% | +39.6% |
| 3M | +37.7% | +17.5% | +20.2% | +44.7% |
| 6M | +34.9% | +13.6% | +21.4% | +42.5% |
| YTD | -1.6% | +49.8% | -51.4% | +4.1% |
| 1Y | +7.1% | +47.9% | -40.7% | +17.3% |
| All | +7.1% | +49.4% | -42.2% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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