+212.5%
CRM vs XYZ
+607.2%
-394.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.8% | +1.9% |
| 7D | -4.4% | -4.3% | -0.2% | -3.1% |
| 30D | +28.1% | +1.2% | +27.0% | +27.7% |
| 3M | +48.8% | +14.6% | +34.2% | +42.4% |
| 6M | +28.3% | +22.6% | +5.7% | +19.6% |
| YTD | -6.0% | +21.7% | -27.7% | -12.8% |
| 1Y | +1.4% | +6.7% | -5.3% | -2.8% |
| 3Y | +11.8% | +46.8% | -35.0% | -9.5% |
| 5Y | -2.0% | -68.0% | +66.0% | +16.0% |
| 10Y | +239.6% | +602.8% | -363.2% | +76.9% |
| All | +212.5% | +607.2% | -394.7% | +47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling