+1.4%
CRM vs DG
+19.2%
-17.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.5% |
| 7D | -4.4% | -6.5% | +2.0% | -2.1% |
| 30D | +28.1% | +4.2% | +24.0% | +26.7% |
| 3M | +48.8% | +9.5% | +39.3% | +45.5% |
| 6M | +28.3% | -13.1% | +41.4% | +30.8% |
| YTD | -6.0% | -4.8% | -1.2% | -6.2% |
| 1Y | +1.4% | +20.6% | -19.2% | -5.3% |
| All | +1.4% | +19.2% | -17.7% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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