+5,676.4%
CRM vs COP
+855.9%
+4,820.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.4% |
| 7D | -5.0% | -0.5% | -4.5% | -4.8% |
| 30D | +23.6% | +11.7% | +11.9% | +18.5% |
| 3M | +39.6% | +17.7% | +21.9% | +30.8% |
| 6M | +23.4% | +18.3% | +5.1% | +14.9% |
| YTD | -7.4% | +49.1% | -56.4% | -21.3% |
| 1Y | -2.3% | +53.3% | -55.6% | -18.2% |
| 3Y | +10.5% | +22.2% | -11.6% | -1.9% |
| 5Y | -4.7% | +193.3% | -198.0% | -42.9% |
| 10Y | +234.7% | +340.2% | -105.5% | +38.7% |
| All | +5,676.4% | +855.9% | +4,820.5% | +1,691.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling