-0.8%
CRM vs TER
+217.4%
-218.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.6% | +1.6% |
| 7D | -4.4% | +6.4% | -10.8% | -5.3% |
| 30D | +28.1% | -5.7% | +33.8% | +28.8% |
| 3M | +48.8% | -0.4% | +49.2% | +44.6% |
| 6M | +28.3% | +25.8% | +2.4% | +13.9% |
| YTD | -6.0% | +96.4% | -102.4% | -28.2% |
| 1Y | +1.4% | +229.2% | -227.8% | -35.7% |
| 3Y | +11.8% | +288.1% | -276.3% | -40.1% |
| All | -0.8% | +217.4% | -218.2% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling