-0.8%
CRM vs SO
+57.0%
-57.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | -4.4% | -1.1% | -3.4% | -4.4% |
| 30D | +28.1% | -5.0% | +33.1% | +28.6% |
| 3M | +48.8% | -5.8% | +54.6% | +49.6% |
| 6M | +28.3% | -7.9% | +36.2% | +29.3% |
| YTD | -6.0% | +2.4% | -8.4% | -6.7% |
| 1Y | +1.4% | -2.3% | +3.7% | +1.3% |
| 3Y | +11.8% | +41.9% | -30.0% | -1.5% |
| All | -0.8% | +57.0% | -57.9% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 5y: compounded portfolio wealth divided by compounded SO 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…
5y analysis · Full analysis span regression · 6 months rolling