+9.7%
CRM vs IBM
+72.8%
-63.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.5% |
| 7D | -8.1% | -0.3% | -7.8% | -8.0% |
| 30D | +23.1% | -1.8% | +24.9% | +24.1% |
| 3M | +42.5% | -13.5% | +56.0% | +47.2% |
| 6M | +25.3% | -5.1% | +30.4% | +25.2% |
| YTD | -7.8% | -19.4% | +11.6% | -3.2% |
| 1Y | +1.0% | -6.5% | +7.6% | +0.4% |
| All | +9.7% | +72.8% | -63.1% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 IBM 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