+3.1%
CRM vs FGI
-74.8%
+77.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -25.2% | +25.3% | +0.7% |
| 7D | +2.0% | -14.4% | +16.4% | +2.2% |
| 30D | -7.7% | -11.8% | +4.1% | -7.6% |
| 3M | +8.4% | -46.2% | +54.6% | +9.6% |
| 6M | +31.9% | +5.2% | +26.8% | +29.2% |
| YTD | -17.2% | +10.5% | -27.7% | -20.0% |
| 1Y | -8.6% | +25.5% | -34.1% | -12.3% |
| 3Y | +3.1% | -16.0% | +19.1% | -2.2% |
| All | +3.1% | -74.8% | +77.9% | +2.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling