+11.8%
CRM vs SN
+344.9%
-333.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.1% |
| 7D | -4.4% | -7.3% | +2.8% | -3.2% |
| 30D | +28.1% | -13.6% | +41.7% | +31.5% |
| 3M | +48.8% | +18.6% | +30.2% | +44.5% |
| 6M | +28.3% | +46.0% | -17.7% | +19.3% |
| YTD | -6.0% | +43.7% | -49.7% | -12.6% |
| 1Y | +1.4% | +39.2% | -37.7% | -5.1% |
| 3Y | +11.8% | +306.5% | -294.6% | -17.2% |
| All | +11.8% | +344.9% | -333.1% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling