-10.0%
CRM vs ROIV
+97.8%
-107.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.1% | -3.9% | +2.6% |
| 7D | -6.2% | +3.0% | -9.2% | -6.0% |
| 30D | -1.2% | +6.8% | -8.0% | -0.7% |
| 3M | +19.1% | +10.5% | +8.6% | +20.3% |
| 6M | +23.0% | +34.8% | -11.8% | +24.0% |
| YTD | -13.7% | +76.2% | -89.9% | -13.6% |
| 1Y | -10.0% | +92.4% | -102.4% | -10.7% |
| All | -10.0% | +97.8% | -107.8% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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