+11.8%
CRM vs ROP
-19.1%
+31.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +2.0% | +2.0% |
| 7D | -4.4% | -4.6% | +0.2% | -0.6% |
| 30D | +28.1% | -1.7% | +29.8% | +30.6% |
| 3M | +48.8% | +17.1% | +31.8% | +32.2% |
| 6M | +28.3% | +10.9% | +17.4% | +19.0% |
| YTD | -6.0% | -12.1% | +6.1% | +3.4% |
| 1Y | +1.4% | -24.2% | +25.7% | +25.3% |
| 3Y | +11.8% | -20.4% | +32.2% | +26.6% |
| All | +11.8% | -19.1% | +31.0% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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