+7.1%
CRM vs FGI
+81.8%
-74.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.5% | -9.5% | -2.1% |
| 7D | +1.3% | +0.5% | +0.7% | +1.2% |
| 30D | +34.3% | +65.4% | -31.1% | +32.2% |
| 3M | +37.7% | +23.5% | +14.2% | +35.8% |
| 6M | +34.9% | +60.5% | -25.6% | +32.0% |
| YTD | -1.6% | +30.0% | -31.6% | -3.5% |
| 1Y | +7.1% | +82.1% | -74.9% | +6.4% |
| All | +7.1% | +81.8% | -74.7% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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