-10.0%
CRM vs NDAQ
+28.8%
-38.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.3% | +0.7% |
| 7D | -6.2% | +3.9% | -10.1% | -8.4% |
| 30D | -1.2% | +19.0% | -20.2% | -11.2% |
| 3M | +19.1% | +17.6% | +1.5% | +7.7% |
| 6M | +23.0% | +21.0% | +2.0% | +9.2% |
| YTD | -13.7% | +14.1% | -27.8% | -20.5% |
| 1Y | -10.0% | +29.4% | -39.4% | -21.2% |
| All | -10.0% | +28.8% | -38.8% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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