+11.8%
CRM vs EWT
+198.4%
-186.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.4% |
| 7D | -4.4% | -1.1% | -3.3% | -4.1% |
| 30D | +28.1% | +4.5% | +23.7% | +26.6% |
| 3M | +48.8% | +8.3% | +40.6% | +44.1% |
| 6M | +28.3% | +54.2% | -26.0% | +5.2% |
| YTD | -6.0% | +74.6% | -80.6% | -28.1% |
| 1Y | +1.4% | +84.9% | -83.5% | -24.8% |
| 3Y | +11.8% | +197.5% | -185.7% | -42.1% |
| All | +11.8% | +198.4% | -186.5% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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