+87.8%
AAPL vs CRM
+11.5%
+76.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.4% |
| 7D | +3.8% | -4.4% | +8.3% | +4.7% |
| 30D | +9.9% | +28.1% | -18.2% | +4.6% |
| 3M | +12.5% | +48.8% | -36.3% | +3.5% |
| 6M | +27.6% | +28.3% | -0.6% | +20.2% |
| YTD | +22.6% | -6.0% | +28.6% | +24.4% |
| 1Y | +45.0% | +1.4% | +43.5% | +43.5% |
| 3Y | +87.8% | +11.8% | +75.9% | +78.3% |
| All | +87.8% | +11.5% | +76.3% | +78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling