-10.0%
CRM vs U
+17.5%
-27.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.9% | -2.7% | +1.4% |
| 7D | -6.2% | +7.5% | -13.7% | -7.4% |
| 30D | -1.2% | -7.0% | +5.9% | -0.1% |
| 3M | +19.1% | +20.6% | -1.4% | +14.4% |
| 6M | +23.0% | +53.2% | -30.2% | +12.7% |
| YTD | -13.7% | -3.9% | -9.8% | -18.6% |
| 1Y | -10.0% | +18.4% | -28.4% | -16.6% |
| All | -10.0% | +17.5% | -27.5% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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