+7.1%
CRM vs TER
+203.8%
-196.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.5% | -7.5% | -1.2% |
| 7D | +1.3% | +0.6% | +0.6% | +1.4% |
| 30D | +34.3% | -8.3% | +42.6% | +33.0% |
| 3M | +37.7% | -12.2% | +49.9% | +37.5% |
| 6M | +34.9% | +17.1% | +17.9% | +38.1% |
| YTD | -1.6% | +84.7% | -86.3% | -0.8% |
| 1Y | +7.1% | +199.9% | -192.8% | +4.8% |
| All | +7.1% | +203.8% | -196.7% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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