+11.8%
CRM vs ETR
+143.8%
-132.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.9% |
| 7D | -4.4% | -1.8% | -2.6% | -4.6% |
| 30D | +28.1% | -1.8% | +29.9% | +28.0% |
| 3M | +48.8% | -3.6% | +52.4% | +48.4% |
| 6M | +28.3% | +2.6% | +25.6% | +27.5% |
| YTD | -6.0% | +16.0% | -22.0% | -7.8% |
| 1Y | +1.4% | +20.1% | -18.7% | -0.9% |
| 3Y | +11.8% | +143.6% | -131.7% | +0.8% |
| All | +11.8% | +143.8% | -132.0% | +0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling