-10.0%
CRM vs HWM
+5.4%
-15.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.3% | +6.5% | +1.1% |
| 7D | -6.2% | +9.4% | -15.6% | -3.9% |
| 30D | -1.2% | -7.0% | +5.8% | -2.5% |
| 3M | +19.1% | -25.9% | +45.0% | +10.1% |
| 6M | +23.0% | -10.8% | +33.8% | +20.7% |
| YTD | -13.7% | +4.3% | -18.0% | -13.6% |
| 1Y | -10.0% | +4.4% | -14.4% | -8.9% |
| All | -10.0% | +5.4% | -15.4% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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