+20.6%
CRM vs SW
+19.6%
+1.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -2.1% |
| 7D | +1.3% | -5.1% | +6.4% | +1.9% |
| 30D | +34.3% | -4.6% | +38.9% | +35.0% |
| 3M | +37.7% | +9.4% | +28.3% | +35.7% |
| 6M | +34.9% | +3.5% | +31.4% | +33.9% |
| YTD | -1.6% | +22.0% | -23.7% | -5.6% |
| 1Y | +7.1% | +2.2% | +4.9% | +5.9% |
| All | +20.6% | +19.6% | +1.0% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling