+7.1%
CRM vs FN
+17.1%
-9.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.1% | -1.6% |
| 7D | +1.3% | -1.7% | +2.9% | +1.1% |
| 30D | +34.3% | -22.0% | +56.3% | +31.4% |
| 3M | +37.7% | -43.0% | +80.7% | +32.7% |
| 6M | +34.9% | -27.7% | +62.7% | +31.7% |
| YTD | -1.6% | -10.5% | +8.9% | -6.1% |
| 1Y | +7.1% | +12.5% | -5.4% | -3.6% |
| All | +7.1% | +17.1% | -9.9% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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