+11.8%
CRM vs TE
-26.8%
+38.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.3% | +1.9% |
| 7D | -4.4% | +0.2% | -4.7% | -4.5% |
| 30D | +28.1% | -5.9% | +34.1% | +28.3% |
| 3M | +48.8% | -45.6% | +94.4% | +51.4% |
| 6M | +28.3% | -43.4% | +71.6% | +28.7% |
| YTD | -6.0% | -31.0% | +25.0% | -7.5% |
| 1Y | +1.4% | +145.2% | -143.8% | -9.2% |
| 3Y | +11.8% | -24.1% | +35.9% | +6.2% |
| All | +11.8% | -26.8% | +38.7% | +6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling