+11.8%
CRM vs EL
-34.0%
+45.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.3% | +1.8% |
| 7D | -4.4% | -6.5% | +2.0% | -3.4% |
| 30D | +28.1% | +11.1% | +17.0% | +25.8% |
| 3M | +48.8% | +10.7% | +38.1% | +46.1% |
| 6M | +28.3% | +6.9% | +21.4% | +25.8% |
| YTD | -6.0% | -6.3% | +0.3% | -6.3% |
| 1Y | +1.4% | +13.5% | -12.0% | -2.3% |
| 3Y | +11.8% | -33.1% | +44.9% | +12.6% |
| All | +11.8% | -34.0% | +45.8% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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