+7.1%
CRM vs T
-7.8%
+15.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | 0.0% | -2.1% |
| 7D | +1.3% | -1.3% | +2.5% | +1.1% |
| 30D | +34.3% | +11.4% | +23.0% | +35.3% |
| 3M | +37.7% | +14.3% | +23.4% | +38.6% |
| 6M | +34.9% | -9.3% | +44.2% | +26.5% |
| YTD | -1.6% | +7.1% | -8.7% | -3.6% |
| 1Y | +7.1% | -9.1% | +16.2% | +2.8% |
| All | +7.1% | -7.8% | +15.0% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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