+3.2%
CRM vs PL
+560.8%
-557.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.1% |
| 7D | -4.0% | +13.4% | -17.4% | -4.7% |
| 30D | -6.8% | -10.2% | +3.3% | -6.4% |
| 3M | +10.6% | -39.5% | +50.1% | +13.3% |
| 6M | +23.4% | -65.7% | +89.1% | +30.0% |
| YTD | -17.1% | -27.3% | +10.1% | -19.2% |
| 1Y | -10.1% | +15.0% | -25.1% | -16.4% |
| All | +3.2% | +560.8% | -557.6% | -22.5% |
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