+5,648.9%
CRM vs ROP
+1,575.7%
+4,073.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | -8.1% | -8.0% | -0.1% | -2.6% |
| 30D | +23.1% | -2.7% | +25.8% | +25.9% |
| 3M | +42.5% | +16.6% | +25.9% | +28.4% |
| 6M | +25.3% | +10.4% | +14.9% | +17.7% |
| YTD | -7.8% | -12.1% | +4.3% | +0.7% |
| 1Y | +1.0% | -23.6% | +24.6% | +21.4% |
| 3Y | +10.0% | -19.3% | +29.3% | +27.2% |
| 5Y | -3.9% | -15.4% | +11.5% | +7.7% |
| 10Y | +233.2% | +134.6% | +98.5% | +77.4% |
| All | +5,648.9% | +1,575.7% | +4,073.2% | +760.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling