+11.8%
CRM vs COP
+22.2%
-10.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | -4.4% | +2.3% | -6.7% | -4.8% |
| 30D | +28.1% | +8.6% | +19.5% | +26.2% |
| 3M | +48.8% | +19.9% | +29.0% | +43.4% |
| 6M | +28.3% | +19.0% | +9.2% | +23.4% |
| YTD | -6.0% | +50.0% | -56.0% | -14.2% |
| 1Y | +1.4% | +50.5% | -49.1% | -7.7% |
| 3Y | +11.8% | +25.2% | -13.4% | +3.7% |
| All | +11.8% | +22.2% | -10.3% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling