+7.1%
CRM vs DT
+4.0%
+3.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -0.9% |
| 7D | +1.3% | -3.3% | +4.6% | +3.4% |
| 30D | +34.3% | +2.0% | +32.3% | +32.8% |
| 3M | +37.7% | +20.0% | +17.7% | +21.6% |
| 6M | +34.9% | +39.3% | -4.3% | +7.1% |
| YTD | -1.6% | +19.8% | -21.4% | -13.6% |
| 1Y | +7.1% | +4.3% | +2.9% | +2.4% |
| All | +7.1% | +4.0% | +3.1% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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