+4,255.7%
CRM vs EXPE
+770.2%
+3,485.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -5.0% | -11.5% | +6.5% | -1.1% |
| 30D | +23.6% | -13.1% | +36.7% | +28.8% |
| 3M | +39.6% | +18.1% | +21.5% | +31.0% |
| 6M | +23.4% | +13.3% | +10.2% | +17.0% |
| YTD | -7.4% | -3.2% | -4.1% | -8.3% |
| 1Y | -2.3% | +26.1% | -28.5% | -12.6% |
| 3Y | +10.5% | +151.7% | -141.2% | -25.6% |
| 5Y | -4.7% | +88.3% | -93.1% | -32.5% |
| 10Y | +234.7% | +158.0% | +76.7% | +84.1% |
| All | +4,255.7% | +770.2% | +3,485.5% | +925.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling