-11.2%
CRM vs NTR
+37.3%
-48.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -3.7% | +5.4% | -9.1% | -3.4% |
| 30D | -1.1% | +1.4% | -2.6% | -1.1% |
| 3M | +15.5% | +8.7% | +6.7% | +15.8% |
| 6M | +19.5% | -4.9% | +24.4% | +18.2% |
| YTD | -15.5% | +19.8% | -35.3% | -14.0% |
| 1Y | -11.2% | +37.0% | -48.2% | -12.9% |
| All | -11.2% | +37.3% | -48.5% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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