+179.0%
CRM vs IR
+274.4%
-95.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.3% |
| 7D | -5.0% | -1.9% | -3.1% | -4.4% |
| 30D | +23.6% | -15.0% | +38.7% | +30.4% |
| 3M | +39.6% | -0.4% | +40.0% | +38.7% |
| 6M | +23.4% | -15.0% | +38.5% | +28.3% |
| YTD | -7.4% | -7.1% | -0.3% | -7.7% |
| 1Y | -2.3% | -7.5% | +5.2% | -2.8% |
| 3Y | +10.5% | +6.3% | +4.2% | +2.7% |
| 5Y | -4.7% | +37.3% | -42.1% | -20.2% |
| All | +179.0% | +274.4% | -95.4% | +82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling