+7.1%
CRM vs COP
+46.5%
-39.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.9% |
| 7D | +1.3% | +3.0% | -1.7% | +1.2% |
| 30D | +34.3% | +17.5% | +16.8% | +33.3% |
| 3M | +37.7% | +13.4% | +24.3% | +36.2% |
| 6M | +34.9% | +17.7% | +17.2% | +33.8% |
| YTD | -1.6% | +46.6% | -48.2% | -2.2% |
| 1Y | +7.1% | +44.6% | -37.5% | +3.3% |
| All | +7.1% | +46.5% | -39.3% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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