+1.4%
CRM vs HWM
+24.8%
-23.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +2.1% |
| 7D | -4.4% | -11.4% | +7.0% | -6.8% |
| 30D | +28.1% | -18.5% | +46.6% | +22.1% |
| 3M | +48.8% | -13.2% | +62.0% | +44.2% |
| 6M | +28.3% | -8.7% | +36.9% | +26.8% |
| YTD | -6.0% | +12.2% | -18.2% | -6.8% |
| 1Y | +1.4% | +24.9% | -23.5% | +0.7% |
| All | +1.4% | +24.8% | -23.3% | +0.7% |
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