+10.2%
CRM vs FN
+173.9%
-163.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.0% |
| 7D | -5.0% | +5.8% | -10.8% | -5.1% |
| 30D | +23.6% | -20.6% | +44.3% | +24.2% |
| 3M | +39.6% | -28.6% | +68.2% | +40.8% |
| 6M | +23.4% | -20.7% | +44.2% | +21.2% |
| YTD | -7.4% | -8.1% | +0.8% | -11.7% |
| 1Y | -2.3% | +13.3% | -15.6% | -10.4% |
| All | +10.2% | +173.9% | -163.7% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling