+32.4%
CRM vs OPEN
-72.1%
+104.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.8% |
| 7D | -5.0% | -2.9% | -2.1% | -4.7% |
| 30D | +23.6% | -13.8% | +37.4% | +25.3% |
| 3M | +39.6% | -30.9% | +70.5% | +43.8% |
| 6M | +23.4% | -40.9% | +64.4% | +28.6% |
| YTD | -7.4% | -48.5% | +41.2% | -2.7% |
| 1Y | -2.3% | -50.9% | +48.6% | -1.2% |
| 3Y | +10.5% | -20.6% | +31.1% | -8.0% |
| 5Y | -4.7% | -84.2% | +79.4% | -15.0% |
| All | +32.4% | -72.1% | +104.5% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 OPEN 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