+3.7%
NOW vs CRM
-1.9%
+5.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | -0.6% |
| 7D | -6.2% | -4.4% | -1.7% | -2.4% |
| 30D | +6.1% | +28.1% | -22.1% | -15.6% |
| 3M | +28.6% | +48.8% | -20.3% | -9.7% |
| 6M | +14.6% | +28.3% | -13.6% | -6.8% |
| YTD | -13.5% | -6.0% | -7.5% | -9.4% |
| 1Y | -29.4% | +1.4% | -30.8% | -30.9% |
| 3Y | +9.4% | +11.8% | -2.5% | -4.3% |
| All | +3.7% | -1.9% | +5.6% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling