+1.4%
CRM vs FGI
+118.1%
-116.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.0% |
| 7D | -4.4% | +12.1% | -16.6% | -4.6% |
| 30D | +28.1% | +75.7% | -47.5% | +25.9% |
| 3M | +48.8% | +31.7% | +17.1% | +46.5% |
| 6M | +28.3% | +111.5% | -83.2% | +24.8% |
| YTD | -6.0% | +45.8% | -51.8% | -8.1% |
| 1Y | +1.4% | +112.5% | -111.1% | +0.3% |
| All | +1.4% | +118.1% | -116.7% | +0.3% |
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