-11.2%
CRM vs SNY
+1.8%
-13.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -2.0% |
| 7D | -3.7% | +8.8% | -12.4% | -4.4% |
| 30D | -1.1% | +18.6% | -19.7% | -2.7% |
| 3M | +15.5% | +9.7% | +5.8% | +14.3% |
| 6M | +19.5% | +8.2% | +11.3% | +18.3% |
| YTD | -15.5% | +2.2% | -17.6% | -15.3% |
| 1Y | -11.2% | +1.0% | -12.3% | -10.6% |
| All | -11.2% | +1.8% | -13.0% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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