+7.1%
CRM vs IR
-1.2%
+8.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -1.8% |
| 7D | +1.3% | -2.8% | +4.1% | +0.9% |
| 30D | +34.3% | -15.1% | +49.5% | +32.2% |
| 3M | +37.7% | +6.1% | +31.6% | +39.0% |
| 6M | +34.9% | -16.8% | +51.8% | +34.2% |
| YTD | -1.6% | -3.5% | +1.9% | -3.2% |
| 1Y | +7.1% | -3.5% | +10.6% | +5.1% |
| All | +7.1% | -1.2% | +8.4% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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