-10.1%
CRM vs SW
+25.9%
-36.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.9% | +2.1% |
| 7D | -4.0% | -2.6% | -1.4% | -4.0% |
| 30D | -6.8% | +7.2% | -14.0% | -6.6% |
| 3M | +10.6% | -10.5% | +21.1% | +10.3% |
| 6M | +23.4% | +9.9% | +13.5% | +24.6% |
| YTD | -17.1% | +17.2% | -34.4% | -16.4% |
| 1Y | -10.1% | +26.5% | -36.6% | -10.4% |
| All | -10.1% | +25.9% | -36.0% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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