+11.8%
CRM vs PH
+137.8%
-126.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.6% |
| 7D | -4.4% | -1.3% | -3.2% | -4.2% |
| 30D | +28.1% | -11.0% | +39.1% | +30.9% |
| 3M | +48.8% | +5.5% | +43.3% | +45.0% |
| 6M | +28.3% | +1.5% | +26.8% | +25.6% |
| YTD | -6.0% | +8.8% | -14.8% | -11.2% |
| 1Y | +1.4% | +24.5% | -23.1% | -10.3% |
| 3Y | +11.8% | +141.2% | -129.3% | -27.5% |
| All | +11.8% | +137.8% | -126.0% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 3y: compounded portfolio wealth divided by compounded PH 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…
3y analysis · Full analysis span regression · 6 months rolling