-0.8%
CRM vs SNY
+9.4%
-10.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -4.4% | -3.3% | -1.1% | -3.8% |
| 30D | +28.1% | -2.2% | +30.3% | +28.6% |
| 3M | +48.8% | -3.0% | +51.9% | +49.6% |
| 6M | +28.3% | +2.7% | +25.5% | +27.2% |
| YTD | -6.0% | -6.8% | +0.8% | -5.1% |
| 1Y | +1.4% | -5.3% | +6.7% | +2.0% |
| 3Y | +11.8% | -9.8% | +21.6% | +12.4% |
| All | -0.8% | +9.4% | -10.3% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling