+48.5%
AMZN vs CRM
-1.9%
+50.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.1% |
| 7D | -0.7% | -4.4% | +3.8% | +1.2% |
| 30D | -3.9% | +28.1% | -32.1% | -15.3% |
| 3M | +6.3% | +48.8% | -42.5% | -13.4% |
| 6M | +20.8% | +28.3% | -7.5% | +3.4% |
| YTD | +11.2% | -6.0% | +17.3% | +11.6% |
| 1Y | +11.7% | +1.4% | +10.2% | +6.8% |
| 3Y | +79.4% | +11.8% | +67.6% | +52.2% |
| All | +48.5% | -1.9% | +50.5% | +21.9% |
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