+12.8%
CRM vs IP
+24.1%
-11.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.0% | -1.9% | -3.7% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | +29.3% | -11.2% | +40.5% | +30.3% |
| 3M | +36.8% | +12.3% | +24.5% | +34.8% |
| 6M | +23.9% | -5.2% | +29.1% | +24.1% |
| YTD | -5.5% | -4.0% | -1.5% | -5.8% |
| 1Y | -0.4% | -19.2% | +18.8% | +1.7% |
| 3Y | +12.8% | +20.3% | -7.6% | +9.0% |
| All | +12.8% | +24.1% | -11.3% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 3y: compounded portfolio wealth divided by compounded IP 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…
3y analysis · Full analysis span regression · 6 months rolling