-10.0%
CRM vs EXPE
+48.9%
-58.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.5% | -8.3% | -0.5% |
| 7D | -6.2% | +14.6% | -20.8% | -9.6% |
| 30D | -1.2% | +21.4% | -22.6% | -6.3% |
| 3M | +19.1% | +1.4% | +17.8% | +17.4% |
| 6M | +23.0% | +28.6% | -5.6% | +13.1% |
| YTD | -13.7% | +12.1% | -25.8% | -20.2% |
| 1Y | -10.0% | +50.0% | -60.0% | -19.4% |
| All | -10.0% | +48.9% | -58.9% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling