-29.8%
CRM vs IP
-12.0%
-17.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.8% | -4.8% | -4.1% |
| 7D | -6.8% | -5.1% | -1.7% | -5.9% |
| 30D | -4.9% | +8.5% | -13.4% | -6.4% |
| 3M | +14.6% | -13.8% | +28.4% | +17.4% |
| 6M | +18.4% | +5.7% | +12.7% | +15.6% |
| YTD | -18.8% | -9.1% | -9.7% | -19.0% |
| 1Y | -10.0% | -0.8% | -9.1% | -12.5% |
| 3Y | +5.0% | +14.8% | -9.8% | -10.0% |
| All | -29.8% | -12.0% | -17.7% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling