+23.4%
CRM vs M
+21.8%
+1.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -2.1% |
| 7D | -5.0% | -4.1% | -0.9% | -5.1% |
| 30D | +23.6% | -13.6% | +37.2% | +23.1% |
| 3M | +39.6% | -2.3% | +41.9% | +41.8% |
| 6M | +23.4% | +21.9% | +1.5% | +29.2% |
| All | +23.4% | +21.8% | +1.7% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 6mo: compounded portfolio wealth divided by compounded M 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…
6mo analysis · Full analysis span regression · 6 months rolling