+7.1%
CRM vs SN
+46.4%
-39.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.9% |
| 7D | +1.3% | -9.3% | +10.6% | +1.5% |
| 30D | +34.3% | -4.8% | +39.1% | +34.6% |
| 3M | +37.7% | +40.4% | -2.7% | +39.9% |
| 6M | +34.9% | +50.9% | -16.0% | +37.9% |
| YTD | -1.6% | +54.9% | -56.6% | +1.0% |
| 1Y | +7.1% | +43.0% | -35.9% | +12.1% |
| All | +7.1% | +46.4% | -39.2% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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