+7.1%
CRM vs DIA
+19.6%
-12.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.7% |
| 7D | +1.3% | -0.2% | +1.4% | +1.4% |
| 30D | +34.3% | -1.5% | +35.9% | +35.5% |
| 3M | +37.7% | +3.8% | +33.9% | +35.3% |
| 6M | +34.9% | +10.3% | +24.7% | +29.3% |
| YTD | -1.6% | +12.1% | -13.7% | -6.8% |
| 1Y | +7.1% | +18.6% | -11.5% | -6.5% |
| All | +7.1% | +19.6% | -12.4% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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