+7.1%
CRM vs EWZ
+36.3%
-29.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -2.1% |
| 7D | +1.3% | +6.5% | -5.2% | +2.2% |
| 30D | +34.3% | +4.8% | +29.5% | +35.2% |
| 3M | +37.7% | +9.9% | +27.8% | +39.4% |
| 6M | +34.9% | +1.9% | +33.0% | +35.0% |
| YTD | -1.6% | +20.3% | -21.9% | -0.9% |
| 1Y | +7.1% | +35.6% | -28.5% | +2.8% |
| All | +7.1% | +36.3% | -29.2% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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