+11.8%
CRM vs TRV
+146.6%
-134.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.1% | +1.5% |
| 7D | -4.4% | +1.9% | -6.4% | -4.8% |
| 30D | +28.1% | +1.7% | +26.4% | +27.7% |
| 3M | +48.8% | +23.9% | +24.9% | +42.3% |
| 6M | +28.3% | +26.3% | +2.0% | +22.0% |
| YTD | -6.0% | +30.8% | -36.8% | -11.5% |
| 1Y | +1.4% | +36.3% | -34.9% | -5.5% |
| 3Y | +11.8% | +145.0% | -133.2% | -4.4% |
| All | +11.8% | +146.6% | -134.7% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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