+232.7%
LITE vs CRM
-11.3%
+244.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.2% | -10.1% | -6.8% |
| 7D | -31.4% | -6.2% | -25.2% | -33.5% |
| 30D | -42.6% | -1.2% | -41.4% | -42.6% |
| 3M | -26.2% | +19.1% | -45.3% | -18.0% |
| 6M | -35.8% | +23.0% | -58.8% | -23.3% |
| YTD | +70.0% | -13.7% | +83.7% | +100.7% |
| 1Y | +232.7% | -10.0% | +242.7% | +288.7% |
| All | +232.7% | -11.3% | +244.0% | +288.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRM.
Daily Out/Under-Performance
Portfolio return minus CRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRM 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 CRM 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