+1.4%
CRM vs MSCI
-0.6%
+2.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.7% | +1.3% |
| 7D | -4.4% | -3.2% | -1.2% | -2.8% |
| 30D | +28.1% | -1.1% | +29.3% | +29.1% |
| 3M | +48.8% | -6.3% | +55.2% | +52.9% |
| 6M | +28.3% | +2.1% | +26.1% | +28.5% |
| YTD | -6.0% | -2.3% | -3.8% | -3.9% |
| 1Y | +1.4% | -3.9% | +5.3% | +5.0% |
| All | +1.4% | -0.6% | +2.0% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 1y: compounded portfolio wealth divided by compounded MSCI 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…
1y analysis · Full analysis span regression · 6 months rolling