+7.1%
CRM vs SU
+71.8%
-64.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -2.0% |
| 7D | +1.3% | +3.6% | -2.3% | +1.5% |
| 30D | +34.3% | +7.9% | +26.5% | +35.1% |
| 3M | +37.7% | +3.5% | +34.2% | +36.3% |
| 6M | +34.9% | +19.0% | +16.0% | +42.2% |
| YTD | -1.6% | +55.0% | -56.6% | +14.9% |
| 1Y | +7.1% | +71.2% | -64.1% | +32.1% |
| All | +7.1% | +71.8% | -64.7% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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