-10.0%
CRM vs TE
-16.5%
+6.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.5% | +5.7% | +2.2% |
| 7D | -6.2% | +3.8% | -10.0% | -6.1% |
| 30D | -1.2% | -26.2% | +25.0% | -1.1% |
| 3M | +19.1% | -49.7% | +68.8% | +18.8% |
| 6M | +23.0% | -46.5% | +69.4% | +20.5% |
| YTD | -13.7% | -59.1% | +45.5% | -15.7% |
| 1Y | -10.0% | -25.8% | +15.8% | -17.2% |
| All | -10.0% | -16.5% | +6.5% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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