+42.5%
CRM vs TE
-44.9%
+87.5%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.7% | +6.2% | -0.9% |
| 7D | -8.1% | +0.9% | -9.0% | -8.0% |
| 30D | +23.1% | -16.3% | +39.3% | +20.0% |
| 3M | +42.5% | -40.8% | +83.3% | +33.2% |
| All | +42.5% | -44.9% | +87.5% | +33.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling