+11.8%
CRM vs PM
+131.2%
-119.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.3% | +2.0% |
| 7D | -4.4% | +4.7% | -9.1% | -4.1% |
| 30D | +28.1% | +2.6% | +25.5% | +28.3% |
| 3M | +48.8% | +6.6% | +42.3% | +49.6% |
| 6M | +28.3% | +16.5% | +11.8% | +30.0% |
| YTD | -6.0% | +21.2% | -27.2% | -4.7% |
| 1Y | +1.4% | +17.9% | -16.5% | +3.2% |
| 3Y | +11.8% | +129.8% | -118.0% | +4.0% |
| All | +11.8% | +131.2% | -119.4% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling