+7.1%
CRM vs ON
+56.1%
-49.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -1.9% |
| 7D | +1.3% | +2.4% | -1.2% | +1.5% |
| 30D | +34.3% | -3.3% | +37.6% | +33.8% |
| 3M | +37.7% | -43.6% | +81.3% | +33.6% |
| 6M | +34.9% | +19.0% | +16.0% | +24.4% |
| YTD | -1.6% | +37.4% | -39.0% | -13.0% |
| 1Y | +7.1% | +54.8% | -47.6% | -9.9% |
| All | +7.1% | +56.1% | -49.0% | -9.9% |
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