+11.8%
CRM vs DT
+7.2%
+4.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.4% |
| 7D | -4.4% | -1.6% | -2.8% | -3.5% |
| 30D | +28.1% | +3.0% | +25.1% | +26.1% |
| 3M | +48.8% | +26.5% | +22.3% | +28.7% |
| 6M | +28.3% | +35.9% | -7.7% | +5.8% |
| YTD | -6.0% | +17.8% | -23.8% | -16.0% |
| 1Y | +1.4% | +4.1% | -2.6% | -3.1% |
| 3Y | +11.8% | +5.3% | +6.5% | +4.9% |
| All | +11.8% | +7.2% | +4.6% | +4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling