+1.4%
CRM vs COO
-20.3%
+21.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | -4.4% | -22.5% | +18.1% | +2.0% |
| 30D | +28.1% | -29.7% | +57.9% | +41.1% |
| 3M | +48.8% | -20.1% | +69.0% | +57.5% |
| 6M | +28.3% | -26.9% | +55.2% | +42.7% |
| YTD | -6.0% | -34.2% | +28.2% | +10.7% |
| 1Y | +1.4% | -21.3% | +22.7% | +10.2% |
| All | +1.4% | -20.3% | +21.8% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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