-0.8%
CRM vs IR
+32.6%
-33.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.2% | +2.0% |
| 7D | -4.4% | -4.5% | +0.1% | -2.6% |
| 30D | +28.1% | -13.9% | +42.1% | +36.0% |
| 3M | +48.8% | -0.3% | +49.2% | +47.5% |
| 6M | +28.3% | -14.3% | +42.6% | +33.9% |
| YTD | -6.0% | -7.9% | +1.9% | -6.8% |
| 1Y | +1.4% | -9.9% | +11.3% | +1.2% |
| 3Y | +11.8% | +6.5% | +5.3% | -4.9% |
| All | -0.8% | +32.6% | -33.5% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling