+7.1%
CRM vs PSX
+101.0%
-93.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | +1.3% | +4.5% | -3.3% | +0.9% |
| 30D | +34.3% | +26.6% | +7.7% | +30.9% |
| 3M | +37.7% | +39.3% | -1.6% | +32.4% |
| 6M | +34.9% | +56.8% | -21.9% | +29.0% |
| YTD | -1.6% | +101.8% | -103.5% | -5.3% |
| 1Y | +7.1% | +99.6% | -92.5% | +4.2% |
| All | +7.1% | +101.0% | -93.9% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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