+18.3%
CRM vs SMR
+1.6%
+16.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.1% | -0.2% |
| 7D | -8.1% | +4.7% | -12.8% | -8.4% |
| 30D | +23.1% | +3.2% | +19.8% | +22.7% |
| 3M | +42.5% | +9.9% | +32.6% | +41.0% |
| 6M | +25.3% | -15.1% | +40.4% | +25.0% |
| YTD | -7.8% | -27.9% | +20.1% | -7.6% |
| 1Y | +1.0% | -70.2% | +71.3% | +5.4% |
| 3Y | +10.0% | +72.5% | -62.5% | -0.2% |
| All | +18.3% | +1.6% | +16.7% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 all: compounded portfolio wealth divided by compounded SMR 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…
all analysis · Full analysis span regression · 6 months rolling