+11.8%
CRM vs EW
+14.0%
-2.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.8% | +4.7% | +2.5% |
| 7D | -4.4% | -6.2% | +1.7% | -3.3% |
| 30D | +28.1% | -9.3% | +37.5% | +30.4% |
| 3M | +48.8% | -1.6% | +50.4% | +49.3% |
| 6M | +28.3% | -0.8% | +29.1% | +28.4% |
| YTD | -6.0% | -1.0% | -5.0% | -5.9% |
| 1Y | +1.4% | +8.2% | -6.7% | 0.0% |
| 3Y | +11.8% | +12.7% | -0.8% | +5.9% |
| All | +11.8% | +14.0% | -2.1% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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