+23.4%
CRM vs SO
-7.9%
+31.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -2.3% |
| 7D | -5.0% | 0.0% | -5.0% | -4.9% |
| 30D | +23.6% | -2.5% | +26.1% | +22.5% |
| 3M | +39.6% | -4.2% | +43.8% | +39.3% |
| 6M | +23.4% | -7.7% | +31.1% | +27.3% |
| All | +23.4% | -7.9% | +31.3% | +27.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling