+11.8%
CRM vs DG
+4.6%
+7.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.8% |
| 7D | -4.4% | -6.5% | +2.0% | -3.6% |
| 30D | +28.1% | +4.2% | +24.0% | +27.6% |
| 3M | +48.8% | +9.5% | +39.3% | +47.7% |
| 6M | +28.3% | -13.1% | +41.4% | +28.9% |
| YTD | -6.0% | -4.8% | -1.2% | -6.0% |
| 1Y | +1.4% | +20.6% | -19.2% | +0.2% |
| 3Y | +11.8% | +4.9% | +6.9% | +18.4% |
| All | +11.8% | +4.6% | +7.2% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling