+336.8%
AVGO vs CRM
+11.5%
+325.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.2% |
| 7D | +1.1% | -4.4% | +5.6% | +2.3% |
| 30D | -13.0% | +28.1% | -41.1% | -19.3% |
| 3M | -6.0% | +48.8% | -54.8% | -17.3% |
| 6M | +6.4% | +28.3% | -21.9% | -2.4% |
| YTD | +5.0% | -6.0% | +11.0% | +9.3% |
| 1Y | +1.4% | +1.4% | 0.0% | +1.4% |
| 3Y | +336.8% | +11.8% | +325.0% | +329.1% |
| All | +336.8% | +11.5% | +325.3% | +329.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling