-10.8%
CRM vs FN
-21.9%
+11.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | -0.7% |
| 7D | -2.2% | +20.8% | -22.9% | +0.4% |
| 30D | -8.6% | -17.3% | +8.7% | -10.3% |
| 3M | +12.7% | -38.1% | +50.9% | +7.5% |
| 6M | +27.6% | -44.2% | +71.8% | +22.2% |
| YTD | -17.3% | -22.3% | +5.0% | -20.9% |
| 1Y | -10.8% | -20.9% | +10.1% | -15.8% |
| All | -10.8% | -21.9% | +11.1% | -15.8% |
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