+1.0%
CRM vs RF
+15.5%
-14.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -8.1% | -1.6% | -6.5% | -8.0% |
| 30D | +23.1% | -4.3% | +27.3% | +23.5% |
| 3M | +42.5% | +5.9% | +36.7% | +41.9% |
| 6M | +25.3% | +14.1% | +11.2% | +23.5% |
| YTD | -7.8% | +13.8% | -21.6% | -9.0% |
| 1Y | +1.0% | +15.2% | -14.2% | -3.1% |
| All | +1.0% | +15.5% | -14.5% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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