+5,676.4%
CRM vs IBM
+433.8%
+5,242.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.4% | -5.4% | -4.1% |
| 7D | -5.0% | +3.6% | -8.5% | -7.1% |
| 30D | +23.6% | +1.5% | +22.1% | +22.8% |
| 3M | +39.6% | -12.9% | +52.5% | +47.4% |
| 6M | +23.4% | -3.9% | +27.4% | +21.0% |
| YTD | -7.4% | -17.3% | +10.0% | -1.2% |
| 1Y | -2.3% | -5.0% | +2.7% | -6.2% |
| 3Y | +10.5% | +78.2% | -67.7% | -34.6% |
| 5Y | -4.7% | +120.6% | -125.4% | -53.0% |
| 10Y | +234.7% | +144.5% | +90.3% | +36.5% |
| All | +5,676.4% | +433.8% | +5,242.6% | +1,082.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling