-10.0%
CRM vs NEM
+50.9%
-60.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.9% | -7.7% | +2.5% |
| 7D | -6.2% | +3.7% | -9.9% | -6.2% |
| 30D | -1.2% | +2.0% | -3.1% | -1.2% |
| 3M | +19.1% | +21.1% | -2.0% | +20.4% |
| 6M | +23.0% | +9.5% | +13.5% | +24.2% |
| YTD | -13.7% | +19.1% | -32.7% | -12.8% |
| 1Y | -10.0% | +51.1% | -61.1% | -9.2% |
| All | -10.0% | +50.9% | -60.9% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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