+9.7%
CRM vs COO
-38.4%
+48.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -14.7% | +14.2% | +3.7% |
| 7D | -8.1% | -23.3% | +15.2% | -1.1% |
| 30D | +23.1% | -29.5% | +52.5% | +35.7% |
| 3M | +42.5% | -20.0% | +62.5% | +51.3% |
| 6M | +25.3% | -27.2% | +52.5% | +36.9% |
| YTD | -7.8% | -33.9% | +26.1% | +4.1% |
| 1Y | +1.0% | -19.9% | +21.0% | +7.3% |
| All | +9.7% | -38.4% | +48.1% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling