-10.0%
CRM vs FND
-10.3%
+0.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.9% | -8.7% | +1.5% |
| 7D | -6.2% | +12.3% | -18.5% | -6.9% |
| 30D | -1.2% | +14.7% | -15.9% | -2.1% |
| 3M | +19.1% | -12.0% | +31.1% | +19.8% |
| 6M | +23.0% | +10.8% | +12.2% | +22.4% |
| YTD | -13.7% | -12.3% | -1.4% | -11.1% |
| 1Y | -10.0% | -13.4% | +3.4% | -8.2% |
| All | -10.0% | -10.3% | +0.3% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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