+11.8%
CRM vs GEN
+60.3%
-48.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +1.0% | +1.4% |
| 7D | -4.4% | -1.3% | -3.2% | -3.7% |
| 30D | +28.1% | +6.1% | +22.0% | +24.4% |
| 3M | +48.8% | +27.0% | +21.9% | +31.9% |
| 6M | +28.3% | +43.9% | -15.6% | +7.2% |
| YTD | -6.0% | +13.0% | -19.0% | -12.2% |
| 1Y | +1.4% | +4.0% | -2.6% | -2.0% |
| 3Y | +11.8% | +66.2% | -54.3% | -9.2% |
| All | +11.8% | +60.3% | -48.4% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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