+63.9%
CSCO vs CRM
+8.9%
+55.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.5% |
| 7D | -0.7% | +1.3% | -1.9% | -0.6% |
| 30D | -10.1% | +34.3% | -44.5% | -8.8% |
| 3M | -15.7% | +37.7% | -53.4% | -13.7% |
| 6M | +36.3% | +34.9% | +1.3% | +38.8% |
| YTD | +43.8% | -1.6% | +45.5% | +46.2% |
| 1Y | +63.9% | +7.1% | +56.8% | +67.4% |
| All | +63.9% | +8.9% | +55.0% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRM.
Daily Out/Under-Performance
Portfolio return minus CRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRM 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 CRM 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