+1.0%
CRM vs PR
+78.8%
-77.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -8.1% | -0.2% | -7.9% | -8.1% |
| 30D | +23.1% | +10.4% | +12.6% | +23.7% |
| 3M | +42.5% | +21.1% | +21.4% | +43.4% |
| 6M | +25.3% | +28.8% | -3.4% | +27.4% |
| YTD | -7.8% | +71.8% | -79.6% | -3.4% |
| 1Y | +1.0% | +73.3% | -72.3% | +7.2% |
| All | +1.0% | +78.8% | -77.8% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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