+31,674.6%
AVGO vs CRM
+2,094.9%
+29,579.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +1.0% | -8.1% | +9.1% | +4.4% |
| 30D | -13.3% | +23.1% | -36.3% | -21.4% |
| 3M | -2.9% | +42.5% | -45.4% | -18.4% |
| 6M | +5.7% | +25.3% | -19.6% | -7.5% |
| YTD | +4.6% | -7.8% | +12.4% | +3.6% |
| 1Y | -1.6% | +1.0% | -2.7% | -7.1% |
| 3Y | +336.2% | +10.0% | +326.2% | +287.5% |
| 5Y | +695.6% | -3.9% | +699.5% | +621.4% |
| 10Y | +2,827.6% | +233.2% | +2,594.4% | +1,419.0% |
| All | +31,674.6% | +2,094.9% | +29,579.7% | +9,029.8% |
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