-10.0%
CRM vs ET
+24.7%
-34.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.5% | +5.7% | +1.6% |
| 7D | -6.2% | -6.0% | -0.2% | -7.2% |
| 30D | -1.2% | -6.1% | +4.9% | -2.1% |
| 3M | +19.1% | -2.7% | +21.8% | +18.2% |
| 6M | +23.0% | +0.2% | +22.7% | +21.9% |
| YTD | -13.7% | +24.3% | -38.0% | -10.3% |
| 1Y | -10.0% | +26.4% | -36.4% | -6.7% |
| All | -10.0% | +24.7% | -34.7% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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