+238.9%
CRM vs EXEL
+375.2%
-136.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.3% |
| 7D | -4.4% | -4.9% | +0.5% | -3.6% |
| 30D | +28.1% | +11.4% | +16.7% | +25.6% |
| 3M | +48.8% | +4.9% | +43.9% | +47.2% |
| 6M | +28.3% | +34.4% | -6.2% | +20.6% |
| YTD | -6.0% | +28.0% | -34.1% | -10.9% |
| 1Y | +1.4% | +43.6% | -42.2% | -6.4% |
| 3Y | +11.8% | +155.2% | -143.4% | -10.3% |
| 5Y | -2.0% | +181.2% | -183.2% | -23.8% |
| All | +238.9% | +375.2% | -136.3% | +160.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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