+12.0%
CRM vs PL
+84.9%
-72.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.8% |
| 7D | +1.3% | -9.3% | +10.6% | +2.1% |
| 30D | +34.3% | -18.9% | +53.3% | +36.8% |
| 3M | +37.7% | -58.4% | +96.1% | +48.3% |
| 6M | +34.9% | -30.3% | +65.3% | +34.6% |
| YTD | -1.6% | -8.1% | +6.5% | -5.7% |
| 1Y | +7.1% | +180.5% | -173.4% | -13.5% |
| 3Y | +19.0% | +444.1% | -425.1% | -19.1% |
| 5Y | -1.3% | +83.0% | -84.3% | -28.6% |
| All | +12.0% | +84.9% | -72.9% | -19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling