+11.8%
CRM vs ON
-23.2%
+35.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.5% | -6.6% | +1.3% |
| 7D | -4.4% | +2.4% | -6.8% | -4.6% |
| 30D | +28.1% | -8.6% | +36.8% | +28.9% |
| 3M | +48.8% | -34.3% | +83.2% | +52.5% |
| 6M | +28.3% | +28.5% | -0.3% | +16.2% |
| YTD | -6.0% | +40.6% | -46.6% | -16.8% |
| 1Y | +1.4% | +55.3% | -53.9% | -12.3% |
| 3Y | +11.8% | -22.2% | +34.0% | +2.3% |
| All | +11.8% | -23.2% | +35.1% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling