+235.9%
CRM vs HWM
+1,323.5%
-1,087.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -10.7% | +6.8% | -1.4% |
| 7D | -3.5% | -9.2% | +5.7% | -1.4% |
| 30D | +29.3% | -17.9% | +47.1% | +34.8% |
| 3M | +36.8% | -6.0% | +42.9% | +37.5% |
| 6M | +23.9% | -7.4% | +31.2% | +24.0% |
| YTD | -5.5% | +13.1% | -18.6% | -10.6% |
| 1Y | -0.4% | +29.3% | -29.7% | -9.4% |
| 3Y | +12.8% | +389.9% | -377.2% | -28.4% |
| 5Y | -3.5% | +655.5% | -659.0% | -44.9% |
| All | +235.9% | +1,323.5% | -1,087.6% | +54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling