+6,032.9%
CRM vs EXPD
+931.6%
+5,101.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.4% |
| 7D | +1.3% | -1.1% | +2.4% | +1.9% |
| 30D | +34.3% | +4.1% | +30.3% | +31.3% |
| 3M | +37.7% | +17.9% | +19.8% | +25.3% |
| 6M | +34.9% | +29.2% | +5.7% | +16.0% |
| YTD | -1.6% | +27.4% | -29.0% | -15.9% |
| 1Y | +7.1% | +56.8% | -49.7% | -19.3% |
| 3Y | +19.0% | +68.0% | -49.0% | -16.2% |
| 5Y | -1.3% | +61.9% | -63.1% | -30.1% |
| 10Y | +251.2% | +316.0% | -64.9% | +38.5% |
| All | +6,032.9% | +931.6% | +5,101.3% | +1,203.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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