+10,007.5%
AMZN vs CRM
+6,620.2%
+3,387.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.2% |
| 7D | -0.7% | -4.4% | +3.8% | +1.1% |
| 30D | -3.9% | +28.1% | -32.1% | -14.3% |
| 3M | +6.3% | +48.8% | -42.5% | -11.3% |
| 6M | +20.8% | +28.3% | -7.5% | +5.0% |
| YTD | +11.2% | -6.0% | +17.3% | +9.1% |
| 1Y | +11.7% | +1.4% | +10.2% | +5.7% |
| 3Y | +79.4% | +11.8% | +67.6% | +59.2% |
| 5Y | +48.0% | -2.0% | +50.1% | +36.4% |
| 10Y | +575.6% | +239.6% | +336.0% | +277.3% |
| All | +10,007.5% | +6,620.2% | +3,387.3% | +1,838.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling