+7.1%
CRM vs Z
-58.8%
+66.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | -1.2% |
| 7D | +1.3% | -3.0% | +4.3% | +2.3% |
| 30D | +34.3% | -4.2% | +38.5% | +36.1% |
| 3M | +37.7% | -3.7% | +41.4% | +38.1% |
| 6M | +34.9% | -24.5% | +59.5% | +43.6% |
| YTD | -1.6% | -49.3% | +47.7% | +16.2% |
| 1Y | +7.1% | -58.7% | +65.8% | +33.3% |
| All | +7.1% | -58.8% | +66.0% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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