-11.2%
CRM vs PSLV
+6.6%
-17.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.4% | -2.1% |
| 7D | -3.7% | -0.1% | -3.6% | -3.7% |
| 30D | -1.1% | -15.6% | +14.5% | -1.3% |
| 3M | +15.5% | -16.6% | +32.1% | +15.3% |
| 6M | +19.5% | -28.5% | +47.9% | +19.0% |
| YTD | -15.5% | -28.7% | +13.2% | -16.7% |
| 1Y | -11.2% | +5.8% | -17.0% | -14.1% |
| All | -11.2% | +6.6% | -17.9% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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