+5,760.6%
CRM vs NOK
+52.2%
+5,708.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.8% | -2.9% | +0.7% |
| 7D | -4.4% | +11.0% | -15.4% | -7.1% |
| 30D | +28.1% | +7.8% | +20.3% | +25.3% |
| 3M | +48.8% | -21.0% | +69.8% | +55.1% |
| 6M | +28.3% | +40.9% | -12.6% | +10.9% |
| YTD | -6.0% | +72.0% | -78.0% | -23.7% |
| 1Y | +1.4% | +140.9% | -139.5% | -26.7% |
| 3Y | +11.8% | +194.3% | -182.4% | -25.9% |
| 5Y | -2.0% | +112.5% | -114.5% | -28.8% |
| 10Y | +239.6% | +137.7% | +101.9% | +108.2% |
| All | +5,760.6% | +52.2% | +5,708.4% | +3,105.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling