+127.8%
AAPL vs CRM
-1.9%
+129.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.2% |
| 7D | +3.8% | -4.4% | +8.3% | +5.2% |
| 30D | +9.9% | +28.1% | -18.2% | +1.3% |
| 3M | +12.5% | +48.8% | -36.3% | -1.5% |
| 6M | +27.6% | +28.3% | -0.6% | +15.7% |
| YTD | +22.6% | -6.0% | +28.6% | +23.0% |
| 1Y | +45.0% | +1.4% | +43.5% | +40.7% |
| 3Y | +87.8% | +11.8% | +75.9% | +67.4% |
| All | +127.8% | -1.9% | +129.7% | +90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling