+5,760.6%
CRM vs AON
+1,301.5%
+4,459.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.8% |
| 7D | -4.4% | -6.3% | +1.9% | -1.1% |
| 30D | +28.1% | -14.1% | +42.2% | +38.2% |
| 3M | +48.8% | -9.5% | +58.3% | +56.3% |
| 6M | +28.3% | -4.0% | +32.3% | +30.4% |
| YTD | -6.0% | -13.8% | +7.8% | +0.7% |
| 1Y | +1.4% | -18.3% | +19.7% | +11.4% |
| 3Y | +11.8% | -7.2% | +19.0% | +12.0% |
| 5Y | -2.0% | +7.3% | -9.4% | -9.9% |
| 10Y | +239.6% | +203.6% | +36.0% | +70.4% |
| All | +5,760.6% | +1,301.5% | +4,459.1% | +1,315.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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