+5,648.9%
CRM vs ON
+1,303.4%
+4,345.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | -0.1% |
| 7D | -8.1% | -4.7% | -3.4% | -6.7% |
| 30D | +23.1% | -13.5% | +36.5% | +28.4% |
| 3M | +42.5% | -36.3% | +78.8% | +57.0% |
| 6M | +25.3% | +17.8% | +7.6% | +9.1% |
| YTD | -7.8% | +29.6% | -37.4% | -22.9% |
| 1Y | +1.0% | +45.8% | -44.8% | -19.6% |
| 3Y | +10.0% | -28.3% | +38.3% | +1.4% |
| 5Y | -3.9% | +49.6% | -53.5% | -35.2% |
| 10Y | +233.2% | +583.9% | -350.8% | +11.2% |
| All | +5,648.9% | +1,303.4% | +4,345.5% | +1,092.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling