+9.7%
CRM vs MA
+38.1%
-28.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -8.1% | -3.5% | -4.6% | -6.2% |
| 30D | +23.1% | +0.7% | +22.4% | +22.2% |
| 3M | +42.5% | +15.8% | +26.7% | +30.2% |
| 6M | +25.3% | +10.2% | +15.1% | +17.6% |
| YTD | -7.8% | -0.5% | -7.3% | -8.2% |
| 1Y | +1.0% | -1.8% | +2.8% | +1.2% |
| All | +9.7% | +38.1% | -28.4% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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