-10.0%
CRM vs SM
+70.4%
-80.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -15.3% | +17.5% | +3.4% |
| 7D | -6.2% | -21.5% | +15.3% | -4.4% |
| 30D | -1.2% | -11.4% | +10.2% | -0.5% |
| 3M | +19.1% | +0.6% | +18.5% | +18.9% |
| 6M | +23.0% | +0.2% | +22.7% | +21.9% |
| YTD | -13.7% | +69.7% | -83.3% | -15.7% |
| 1Y | -10.0% | +71.6% | -81.5% | -12.5% |
| All | -10.0% | +70.4% | -80.4% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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