-10.0%
CRM vs DOW
+50.2%
-60.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.4% | +2.5% |
| 7D | -6.2% | -4.2% | -2.0% | -5.9% |
| 30D | -1.2% | +14.7% | -15.9% | -2.2% |
| 3M | +19.1% | +9.1% | +10.1% | +18.2% |
| 6M | +23.0% | -17.7% | +40.6% | +24.3% |
| YTD | -13.7% | +44.6% | -58.3% | -16.8% |
| 1Y | -10.0% | +51.9% | -61.9% | -14.7% |
| All | -10.0% | +50.2% | -60.2% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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