-0.8%
CRM vs HWM
+638.1%
-638.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | -4.4% | -11.4% | +7.0% | -1.1% |
| 30D | +28.1% | -18.5% | +46.6% | +35.5% |
| 3M | +48.8% | -13.2% | +62.0% | +53.4% |
| 6M | +28.3% | -8.7% | +36.9% | +28.3% |
| YTD | -6.0% | +12.2% | -18.2% | -14.1% |
| 1Y | +1.4% | +24.9% | -23.5% | -11.9% |
| 3Y | +11.8% | +383.9% | -372.1% | -51.6% |
| All | -0.8% | +638.1% | -638.9% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling