+12.6%
CRM vs SN
+496.6%
-484.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.0% | -4.9% | -4.1% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | +29.3% | -5.6% | +34.9% | +30.4% |
| 3M | +36.8% | +48.1% | -11.2% | +29.0% |
| 6M | +23.9% | +57.6% | -33.7% | +15.2% |
| YTD | -5.5% | +56.5% | -62.0% | -12.2% |
| 1Y | -0.4% | +52.6% | -53.0% | -7.2% |
| 3Y | +12.8% | +412.0% | -399.2% | -8.0% |
| All | +12.6% | +496.6% | -484.0% | -7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling