+11.8%
CRM vs IT
-49.4%
+61.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.3% | -3.3% | -0.5% |
| 7D | -4.4% | -3.7% | -0.8% | -2.9% |
| 30D | +28.1% | +0.1% | +28.1% | +28.1% |
| 3M | +48.8% | +20.7% | +28.1% | +34.5% |
| 6M | +28.3% | +12.0% | +16.3% | +19.8% |
| YTD | -6.0% | -28.8% | +22.8% | +5.0% |
| 1Y | +1.4% | -25.5% | +27.0% | +10.7% |
| 3Y | +11.8% | -48.8% | +60.6% | +58.7% |
| All | +11.8% | -49.4% | +61.2% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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