-0.8%
CRM vs NEM
+155.2%
-156.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.9% |
| 7D | -4.4% | -1.0% | -3.4% | -4.4% |
| 30D | +28.1% | +7.8% | +20.3% | +27.5% |
| 3M | +48.8% | +30.2% | +18.6% | +46.5% |
| 6M | +28.3% | +9.6% | +18.7% | +27.3% |
| YTD | -6.0% | +27.8% | -33.8% | -8.2% |
| 1Y | +1.4% | +60.7% | -59.3% | -3.4% |
| 3Y | +11.8% | +245.3% | -233.4% | -3.6% |
| All | -0.8% | +155.2% | -156.0% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling