-11.2%
CRM vs NET
+5.0%
-16.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.3% | +6.2% | 0.0% |
| 7D | -3.7% | -21.2% | +17.5% | +2.1% |
| 30D | -1.1% | -31.1% | +30.0% | +8.3% |
| 3M | +15.5% | -16.5% | +32.0% | +19.1% |
| 6M | +19.5% | 0.0% | +19.4% | +15.9% |
| YTD | -15.5% | +24.0% | -39.5% | -23.6% |
| 1Y | -11.2% | +7.0% | -18.2% | -16.4% |
| All | -11.2% | +5.0% | -16.2% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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