+262.0%
AMAT vs CRM
-5.1%
+267.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.2% |
| 7D | +6.9% | -5.0% | +11.9% | +8.5% |
| 30D | -10.1% | +23.6% | -33.7% | -17.1% |
| 3M | -6.0% | +39.6% | -45.6% | -18.5% |
| 6M | +38.6% | +23.4% | +15.2% | +23.5% |
| YTD | +83.1% | -7.4% | +90.5% | +86.6% |
| 1Y | +188.3% | -2.3% | +190.7% | +183.8% |
| 3Y | +225.3% | +10.5% | +214.8% | +182.8% |
| 5Y | +262.0% | -4.7% | +266.7% | +215.2% |
| All | +262.0% | -5.1% | +267.1% | +215.2% |
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