+15.3%
CRM vs FGI
-69.1%
+84.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -2.0% |
| 7D | -5.0% | +14.7% | -19.7% | -5.3% |
| 30D | +23.6% | +67.0% | -43.3% | +20.4% |
| 3M | +39.6% | +31.0% | +8.6% | +36.5% |
| 6M | +23.4% | +126.8% | -103.4% | +17.4% |
| YTD | -7.4% | +35.6% | -43.0% | -10.7% |
| 1Y | -2.3% | +108.9% | -111.2% | -8.6% |
| 3Y | +10.5% | -0.3% | +10.8% | +4.8% |
| All | +15.3% | -69.1% | +84.4% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling