+234.0%
CRM vs HWM
+1,311.7%
-1,077.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.8% |
| 7D | -4.4% | -11.4% | +7.0% | -1.8% |
| 30D | +28.1% | -18.5% | +46.6% | +33.9% |
| 3M | +48.8% | -13.2% | +62.0% | +52.6% |
| 6M | +28.3% | -8.7% | +36.9% | +28.8% |
| YTD | -6.0% | +12.2% | -18.2% | -10.9% |
| 1Y | +1.4% | +24.9% | -23.5% | -6.8% |
| 3Y | +11.8% | +383.9% | -372.1% | -28.8% |
| 5Y | -2.0% | +646.1% | -648.2% | -43.9% |
| All | +234.0% | +1,311.7% | -1,077.7% | +54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling