+5,676.4%
CRM vs SO
+711.3%
+4,965.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | -5.0% | 0.0% | -5.0% | -5.0% |
| 30D | +23.6% | -2.5% | +26.1% | +24.8% |
| 3M | +39.6% | -4.2% | +43.8% | +41.8% |
| 6M | +23.4% | -7.7% | +31.1% | +26.7% |
| YTD | -7.4% | +3.8% | -11.2% | -9.9% |
| 1Y | -2.3% | +0.1% | -2.4% | -3.8% |
| 3Y | +10.5% | +44.2% | -33.7% | -10.8% |
| 5Y | -4.7% | +57.9% | -62.6% | -27.6% |
| 10Y | +234.7% | +162.0% | +72.8% | +82.1% |
| All | +5,676.4% | +711.3% | +4,965.0% | +1,516.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling