+1.4%
CRM vs T
-6.8%
+8.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +2.1% |
| 7D | -4.4% | +1.5% | -5.9% | -4.3% |
| 30D | +28.1% | +7.5% | +20.7% | +28.7% |
| 3M | +48.8% | +14.8% | +34.0% | +49.6% |
| 6M | +28.3% | -1.7% | +30.0% | +22.8% |
| YTD | -6.0% | +8.7% | -14.7% | -7.7% |
| 1Y | +1.4% | -7.5% | +8.9% | -7.9% |
| All | +1.4% | -6.8% | +8.3% | -7.9% |
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