+10.2%
CRM vs TPR
+279.7%
-269.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -1.6% |
| 7D | -5.0% | -7.3% | +2.3% | -4.2% |
| 30D | +23.6% | -30.7% | +54.4% | +28.8% |
| 3M | +39.6% | -21.6% | +61.2% | +42.7% |
| 6M | +23.4% | -21.3% | +44.8% | +25.2% |
| YTD | -7.4% | -10.2% | +2.8% | -9.2% |
| 1Y | -2.3% | +9.5% | -11.8% | -9.0% |
| All | +10.2% | +279.7% | -269.5% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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