-0.8%
CRM vs O
+15.7%
-16.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.1% | +2.0% |
| 7D | -4.4% | -2.9% | -1.6% | -3.4% |
| 30D | +28.1% | -4.5% | +32.7% | +30.2% |
| 3M | +48.8% | -2.6% | +51.5% | +50.4% |
| 6M | +28.3% | -5.6% | +33.9% | +30.6% |
| YTD | -6.0% | +9.3% | -15.3% | -10.6% |
| 1Y | +1.4% | +4.3% | -2.9% | -1.6% |
| 3Y | +11.8% | +27.4% | -15.6% | -5.1% |
| All | -0.8% | +15.7% | -16.6% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 5y: compounded portfolio wealth divided by compounded O 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…
5y analysis · Full analysis span regression · 6 months rolling