+11.8%
CRM vs EXEL
+154.7%
-142.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.1% |
| 7D | -4.4% | -4.9% | +0.5% | -4.2% |
| 30D | +28.1% | +11.4% | +16.7% | +27.3% |
| 3M | +48.8% | +4.9% | +43.9% | +48.3% |
| 6M | +28.3% | +34.4% | -6.2% | +25.2% |
| YTD | -6.0% | +28.0% | -34.1% | -7.9% |
| 1Y | +1.4% | +43.6% | -42.2% | -1.8% |
| 3Y | +11.8% | +155.2% | -143.4% | +1.9% |
| All | +11.8% | +154.7% | -142.9% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling