-0.8%
CRM vs COO
-52.5%
+51.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | -4.4% | -22.5% | +18.1% | +5.9% |
| 30D | +28.1% | -29.7% | +57.9% | +48.1% |
| 3M | +48.8% | -20.1% | +69.0% | +62.3% |
| 6M | +28.3% | -26.9% | +55.2% | +44.9% |
| YTD | -6.0% | -34.2% | +28.2% | +11.7% |
| 1Y | +1.4% | -21.3% | +22.7% | +10.4% |
| 3Y | +11.8% | -38.7% | +50.5% | +30.7% |
| All | -0.8% | -52.5% | +51.6% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling