-10.0%
CRM vs PM
+48.8%
-58.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +2.4% |
| 7D | -6.2% | +4.3% | -10.5% | -5.6% |
| 30D | -1.2% | +11.5% | -12.6% | +0.4% |
| 3M | +19.1% | +13.0% | +6.1% | +21.0% |
| 6M | +23.0% | +25.9% | -2.9% | +28.4% |
| YTD | -13.7% | +34.0% | -47.7% | -9.1% |
| 1Y | -10.0% | +46.9% | -56.9% | -5.1% |
| All | -10.0% | +48.8% | -58.8% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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