+562.2%
KO vs CRM
+6,492.1%
-5,929.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -1.1% | -8.1% | +7.0% | -0.2% |
| 30D | +1.6% | +23.1% | -21.5% | -1.2% |
| 3M | +5.8% | +42.5% | -36.8% | +1.1% |
| 6M | +14.3% | +25.3% | -11.0% | +10.3% |
| YTD | +27.3% | -7.8% | +35.1% | +27.1% |
| 1Y | +33.2% | +1.0% | +32.1% | +31.3% |
| 3Y | +64.5% | +10.0% | +54.5% | +57.6% |
| 5Y | +83.1% | -3.9% | +87.0% | +75.1% |
| 10Y | +183.9% | +233.2% | -49.2% | +126.8% |
| All | +562.2% | +6,492.1% | -5,929.9% | +273.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling