+48.9%
CRM vs RAM
-73.7%
+122.6%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -10.3% | +12.5% | +1.0% |
| 7D | -6.2% | -31.3% | +25.1% | -10.0% |
| 30D | -1.2% | -49.4% | +48.2% | -8.4% |
| 3M | +19.1% | -41.4% | +60.5% | +14.5% |
| All | +48.9% | -73.7% | +122.6% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RAM.
Daily Out/Under-Performance
Portfolio return minus RAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RAM 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 6mo: compounded portfolio wealth divided by compounded RAM 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…
6mo analysis · Full analysis span regression · Available span rolling