+1.4%
CRM vs EAT
+37.8%
-36.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +3.0% | +1.9% |
| 7D | -4.4% | -7.7% | +3.3% | -4.6% |
| 30D | +28.1% | -13.6% | +41.7% | +27.8% |
| 3M | +48.8% | +33.9% | +15.0% | +48.3% |
| 6M | +28.3% | +47.2% | -19.0% | +27.5% |
| YTD | -6.0% | +48.1% | -54.1% | -6.5% |
| 1Y | +1.4% | +33.7% | -32.2% | +10.8% |
| All | +1.4% | +37.8% | -36.3% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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