+12.8%
CRM vs PR
+87.2%
-74.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.2% | -5.1% | -4.1% |
| 7D | -3.5% | -0.6% | -2.9% | -3.4% |
| 30D | +29.3% | +17.4% | +11.9% | +25.9% |
| 3M | +36.8% | +21.8% | +15.1% | +32.0% |
| 6M | +23.9% | +27.6% | -3.7% | +18.0% |
| YTD | -5.5% | +71.4% | -76.9% | -15.3% |
| 1Y | -0.4% | +78.3% | -78.7% | -11.8% |
| 3Y | +12.8% | +85.5% | -72.7% | -3.9% |
| All | +12.8% | +87.2% | -74.4% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling