-10.0%
CRM vs NOK
+19.5%
-29.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +2.0% |
| 7D | -6.2% | -10.4% | +4.2% | -7.1% |
| 30D | -1.2% | -19.0% | +17.9% | -2.7% |
| 3M | +19.1% | -16.7% | +35.9% | +17.8% |
| 6M | +23.0% | -37.1% | +60.1% | +22.0% |
| YTD | -13.7% | +27.7% | -41.3% | -20.1% |
| 1Y | -10.0% | +21.3% | -31.3% | -15.4% |
| All | -10.0% | +19.5% | -29.5% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 NOK 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