-10.0%
CRM vs Q
+19.7%
-29.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -6.2% | -3.3% | -2.9% | -6.6% |
| 30D | -1.2% | -9.7% | +8.5% | -2.4% |
| 3M | +19.1% | -16.1% | +35.2% | +17.1% |
| 6M | +23.0% | -15.7% | +38.7% | +19.9% |
| YTD | -13.7% | +45.7% | -59.4% | -22.5% |
| 1Y | -10.0% | +18.0% | -28.0% | -14.5% |
| All | -10.0% | +19.7% | -29.7% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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