+1.4%
CRM vs ETR
+21.8%
-20.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.7% |
| 7D | -4.4% | -1.8% | -2.6% | -5.4% |
| 30D | +28.1% | -1.8% | +29.9% | +27.1% |
| 3M | +48.8% | -3.6% | +52.4% | +46.3% |
| 6M | +28.3% | +2.6% | +25.6% | +29.4% |
| YTD | -6.0% | +16.0% | -22.0% | -4.1% |
| 1Y | +1.4% | +20.1% | -18.7% | -0.3% |
| All | +1.4% | +21.8% | -20.3% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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