-10.0%
CRM vs ON
+41.6%
-51.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +1.9% |
| 7D | -6.2% | -5.8% | -0.4% | -7.0% |
| 30D | -1.2% | -17.1% | +15.9% | -3.6% |
| 3M | +19.1% | -11.8% | +30.9% | +17.2% |
| 6M | +23.0% | -30.2% | +53.2% | +18.2% |
| YTD | -13.7% | +31.6% | -45.2% | -17.5% |
| 1Y | -10.0% | +47.6% | -57.5% | -17.3% |
| All | -10.0% | +41.6% | -51.6% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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