+10.2%
CRM vs F
+31.4%
-21.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -1.4% |
| 7D | -5.0% | -4.9% | -0.1% | -4.3% |
| 30D | +23.6% | -2.9% | +26.5% | +24.2% |
| 3M | +39.6% | -9.1% | +48.7% | +41.4% |
| 6M | +23.4% | +12.9% | +10.5% | +20.9% |
| YTD | -7.4% | +6.1% | -13.4% | -8.4% |
| 1Y | -2.3% | +22.5% | -24.8% | -6.2% |
| All | +10.2% | +31.4% | -21.2% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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