+9.7%
CRM vs RL
+199.8%
-190.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -8.1% | -2.2% | -5.9% | -7.7% |
| 30D | +23.1% | -15.3% | +38.4% | +26.7% |
| 3M | +42.5% | -10.3% | +52.9% | +44.7% |
| 6M | +25.3% | -2.2% | +27.5% | +23.6% |
| YTD | -7.8% | -4.3% | -3.5% | -8.7% |
| 1Y | +1.0% | +8.9% | -7.8% | -3.7% |
| All | +9.7% | +199.8% | -190.1% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 3y: compounded portfolio wealth divided by compounded RL 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…
3y analysis · Full analysis span regression · 6 months rolling