+5,648.9%
CRM vs NOC
+1,642.3%
+4,006.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.8% |
| 7D | -8.1% | -1.8% | -6.3% | -7.4% |
| 30D | +23.1% | -9.4% | +32.5% | +28.3% |
| 3M | +42.5% | -3.8% | +46.4% | +44.3% |
| 6M | +25.3% | -28.8% | +54.1% | +44.4% |
| YTD | -7.8% | -7.9% | +0.1% | -6.8% |
| 1Y | +1.0% | -9.0% | +10.1% | +2.3% |
| 3Y | +10.0% | +29.1% | -19.1% | -10.4% |
| 5Y | -3.9% | +58.9% | -62.8% | -34.5% |
| 10Y | +233.2% | +191.2% | +41.9% | +40.1% |
| All | +5,648.9% | +1,642.3% | +4,006.6% | +558.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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