+1.4%
CRM vs P
+20.5%
-19.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.3% | -2.4% | +2.0% |
| 7D | -4.4% | -1.3% | -3.1% | -4.5% |
| 30D | +28.1% | -11.9% | +40.0% | +28.0% |
| 3M | +48.8% | +41.6% | +7.2% | +45.4% |
| 6M | +28.3% | +58.1% | -29.9% | +25.0% |
| YTD | -6.0% | +46.5% | -52.5% | -8.3% |
| 1Y | +1.4% | +19.1% | -17.6% | -1.6% |
| All | +1.4% | +20.5% | -19.1% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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