-10.0%
CRM vs FN
-25.7%
+15.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.0% | +8.2% | +1.4% |
| 7D | -6.2% | -7.0% | +0.8% | -6.9% |
| 30D | -1.2% | -24.7% | +23.6% | -4.3% |
| 3M | +19.1% | -35.7% | +54.8% | +14.1% |
| 6M | +23.0% | -52.4% | +75.4% | +16.6% |
| YTD | -13.7% | -25.0% | +11.3% | -18.4% |
| 1Y | -10.0% | -25.7% | +15.7% | -15.7% |
| All | -10.0% | -25.7% | +15.7% | -15.7% |
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