-10.0%
CRM vs EQT
-3.4%
-6.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.4% | +2.3% |
| 7D | -6.2% | -6.6% | +0.4% | -6.0% |
| 30D | -1.2% | +2.7% | -3.9% | -1.2% |
| 3M | +19.1% | -0.2% | +19.3% | +19.1% |
| 6M | +23.0% | -10.6% | +33.5% | +23.3% |
| YTD | -13.7% | -1.2% | -12.5% | -14.5% |
| 1Y | -10.0% | -4.9% | -5.1% | -11.3% |
| All | -10.0% | -3.4% | -6.5% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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