+9.7%
CRM vs S
+15.8%
-6.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.2% |
| 7D | -8.1% | +0.1% | -8.2% | -8.1% |
| 30D | +23.1% | -11.8% | +34.9% | +28.7% |
| 3M | +42.5% | +33.9% | +8.6% | +28.1% |
| 6M | +25.3% | +40.1% | -14.8% | +10.2% |
| YTD | -7.8% | +32.1% | -39.9% | -17.4% |
| 1Y | +1.0% | +11.0% | -10.0% | -5.2% |
| All | +9.7% | +15.8% | -6.1% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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