-0.8%
CRM vs GM
+78.3%
-79.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | -4.4% | -2.4% | -2.0% | -3.7% |
| 30D | +28.1% | -1.1% | +29.2% | +28.6% |
| 3M | +48.8% | +6.1% | +42.7% | +45.9% |
| 6M | +28.3% | +15.0% | +13.3% | +21.5% |
| YTD | -6.0% | +6.0% | -12.0% | -8.9% |
| 1Y | +1.4% | +47.1% | -45.7% | -13.0% |
| 3Y | +11.8% | +170.5% | -158.6% | -28.8% |
| All | -0.8% | +78.3% | -79.1% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 5y: compounded portfolio wealth divided by compounded GM 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…
5y analysis · Full analysis span regression · 6 months rolling