+7.1%
CRM vs WY
-4.5%
+11.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -1.9% |
| 7D | +1.3% | -1.7% | +3.0% | +1.1% |
| 30D | +34.3% | -10.1% | +44.4% | +33.0% |
| 3M | +37.7% | -5.1% | +42.8% | +36.6% |
| 6M | +34.9% | -4.8% | +39.7% | +35.0% |
| YTD | -1.6% | -0.2% | -1.4% | -2.9% |
| 1Y | +7.1% | -6.6% | +13.8% | +8.6% |
| All | +7.1% | -4.5% | +11.7% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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