+5,676.4%
CRM vs NDAQ
+5,266.4%
+409.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.6% |
| 7D | -5.0% | -1.6% | -3.4% | -4.2% |
| 30D | +23.6% | -1.5% | +25.1% | +24.5% |
| 3M | +39.6% | +8.0% | +31.6% | +34.6% |
| 6M | +23.4% | +7.7% | +15.7% | +19.1% |
| YTD | -7.4% | -2.3% | -5.0% | -6.6% |
| 1Y | -2.3% | +0.6% | -2.9% | -2.9% |
| 3Y | +10.5% | +90.9% | -80.4% | -18.0% |
| 5Y | -4.7% | +52.5% | -57.2% | -21.6% |
| 10Y | +234.7% | +380.3% | -145.5% | +70.7% |
| All | +5,676.4% | +5,266.4% | +409.9% | +1,948.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling