+565.7%
AMZN vs CRM
+241.6%
+324.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.0% |
| 7D | -0.7% | -4.4% | +3.8% | +1.4% |
| 30D | -3.9% | +28.1% | -32.1% | -16.2% |
| 3M | +6.3% | +48.8% | -42.5% | -14.5% |
| 6M | +20.8% | +28.3% | -7.5% | +2.1% |
| YTD | +11.2% | -6.0% | +17.3% | +9.7% |
| 1Y | +11.7% | +1.4% | +10.2% | +5.1% |
| 3Y | +79.4% | +11.8% | +67.6% | +52.9% |
| 5Y | +48.0% | -2.0% | +50.1% | +30.1% |
| All | +565.7% | +241.6% | +324.1% | +205.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling