+238.9%
CRM vs XYZ
+610.4%
-371.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.8% | +1.9% |
| 7D | -4.4% | -4.3% | -0.2% | -3.0% |
| 30D | +28.1% | +1.2% | +27.0% | +27.7% |
| 3M | +48.8% | +14.6% | +34.2% | +42.2% |
| 6M | +28.3% | +22.6% | +5.7% | +19.3% |
| YTD | -6.0% | +21.7% | -27.7% | -13.1% |
| 1Y | +1.4% | +6.7% | -5.3% | -3.0% |
| 3Y | +11.8% | +46.8% | -35.0% | -10.6% |
| 5Y | -2.0% | -68.0% | +66.0% | +17.7% |
| All | +238.9% | +610.4% | -371.5% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 10y: compounded portfolio wealth divided by compounded XYZ 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…
10y analysis · Full analysis span regression · 6 months rolling