+37.2%
CRM vs TE
-53.2%
+90.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.7% | +6.2% | 0.0% |
| 7D | -8.1% | +0.9% | -9.0% | -8.2% |
| 30D | +23.1% | -16.3% | +39.3% | +24.3% |
| 3M | +42.5% | -40.8% | +83.3% | +45.7% |
| 6M | +25.3% | -42.6% | +67.9% | +26.0% |
| YTD | -7.8% | -31.4% | +23.6% | -9.9% |
| 1Y | +1.0% | +144.9% | -143.9% | -15.0% |
| 3Y | +10.0% | -26.0% | +36.0% | -1.6% |
| 5Y | -3.9% | -48.5% | +44.6% | -12.4% |
| All | +37.2% | -53.2% | +90.4% | +33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling