+12.8%
CRM vs PL
+518.4%
-505.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.7% | -2.2% | -3.8% |
| 7D | -3.5% | -7.5% | +4.0% | -3.1% |
| 30D | +29.3% | -25.6% | +54.8% | +31.5% |
| 3M | +36.8% | -45.6% | +82.4% | +41.6% |
| 6M | +23.9% | -29.5% | +53.4% | +23.1% |
| YTD | -5.5% | -9.7% | +4.2% | -8.7% |
| 1Y | -0.4% | +84.4% | -84.8% | -11.3% |
| 3Y | +12.8% | +550.0% | -537.2% | -17.8% |
| All | +12.8% | +518.4% | -505.6% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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