-10.0%
CRM vs FE
+6.1%
-16.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -6.2% | +1.7% | -7.9% | -5.5% |
| 30D | -1.2% | +8.1% | -9.3% | +2.1% |
| 3M | +19.1% | -1.3% | +20.4% | +18.8% |
| 6M | +23.0% | +2.9% | +20.1% | +24.7% |
| YTD | -13.7% | +8.6% | -22.2% | -6.6% |
| 1Y | -10.0% | +6.3% | -16.3% | -3.6% |
| All | -10.0% | +6.1% | -16.1% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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