+2.3%
CRM vs U
-43.3%
+45.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -5.0% | +4.4% | -9.3% | -5.8% |
| 30D | +23.6% | -1.3% | +24.9% | +23.8% |
| 3M | +39.6% | +49.6% | -10.0% | +27.4% |
| 6M | +23.4% | +100.2% | -76.7% | +5.6% |
| YTD | -7.4% | -3.7% | -3.7% | -9.9% |
| 1Y | -2.3% | -6.5% | +4.2% | -5.5% |
| 3Y | +10.5% | +12.9% | -2.4% | -4.8% |
| 5Y | -4.7% | -68.3% | +63.5% | -3.7% |
| All | +2.3% | -43.3% | +45.6% | -7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling