+43.4%
KO vs CRM
-11.9%
+55.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | -0.1% |
| 7D | +3.1% | -3.7% | +6.8% | +3.1% |
| 30D | +11.1% | -1.1% | +12.2% | +11.1% |
| 3M | +10.9% | +15.5% | -4.5% | +11.4% |
| 6M | +23.5% | +19.5% | +4.0% | +22.9% |
| YTD | +39.6% | -15.5% | +55.1% | +35.6% |
| 1Y | +43.4% | -11.2% | +54.7% | +39.8% |
| All | +43.4% | -11.9% | +55.4% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRM.
Daily Out/Under-Performance
Portfolio return minus CRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRM 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 1y: compounded portfolio wealth divided by compounded CRM 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…
1y analysis · Full analysis span regression · 6 months rolling