+12.8%
CRM vs FGI
-6.2%
+19.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.9% | -5.8% | -3.9% |
| 7D | -3.5% | +5.2% | -8.6% | -3.6% |
| 30D | +29.3% | +65.2% | -36.0% | +27.2% |
| 3M | +36.8% | +30.2% | +6.6% | +34.9% |
| 6M | +23.9% | +87.8% | -63.9% | +20.8% |
| YTD | -5.5% | +32.5% | -37.9% | -7.4% |
| 1Y | -0.4% | +93.6% | -94.0% | -2.9% |
| 3Y | +12.8% | -2.6% | +15.3% | +12.5% |
| All | +12.8% | -6.2% | +19.0% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling