+11.8%
CRM vs NDAQ
+84.5%
-72.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.3% |
| 7D | -4.4% | -5.6% | +1.1% | -1.1% |
| 30D | +28.1% | -4.4% | +32.5% | +31.6% |
| 3M | +48.8% | +5.9% | +43.0% | +43.6% |
| 6M | +28.3% | +7.7% | +20.5% | +22.3% |
| YTD | -6.0% | -5.2% | -0.9% | -3.7% |
| 1Y | +1.4% | -3.4% | +4.8% | +2.7% |
| 3Y | +11.8% | +85.6% | -73.8% | -16.7% |
| All | +11.8% | +84.5% | -72.6% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling