+11.8%
CRM vs SM
-0.9%
+12.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.2% | +2.0% |
| 7D | -4.4% | +4.6% | -9.0% | -5.0% |
| 30D | +28.1% | +18.2% | +9.9% | +25.4% |
| 3M | +48.8% | +22.5% | +26.3% | +44.2% |
| 6M | +28.3% | +50.6% | -22.3% | +20.4% |
| YTD | -6.0% | +108.1% | -114.1% | -16.0% |
| 1Y | +1.4% | +46.0% | -44.6% | -4.6% |
| 3Y | +11.8% | +2.9% | +9.0% | +4.4% |
| All | +11.8% | -0.9% | +12.7% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling