+11.8%
CRM vs EXPE
+157.0%
-145.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.6% |
| 7D | -4.4% | -5.8% | +1.3% | -3.0% |
| 30D | +28.1% | -13.6% | +41.8% | +32.6% |
| 3M | +48.8% | +25.2% | +23.6% | +39.2% |
| 6M | +28.3% | +22.3% | +5.9% | +20.4% |
| YTD | -6.0% | -0.3% | -5.7% | -7.9% |
| 1Y | +1.4% | +27.8% | -26.4% | -7.1% |
| 3Y | +11.8% | +162.4% | -150.6% | -9.4% |
| All | +11.8% | +157.0% | -145.2% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling