+379.9%
CSCO vs CRM
+241.6%
+138.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.4% | +3.9% |
| 7D | +2.7% | -4.4% | +7.1% | +3.9% |
| 30D | -9.5% | +28.1% | -37.6% | -16.2% |
| 3M | -7.6% | +48.8% | -56.4% | -18.5% |
| 6M | +44.9% | +28.3% | +16.6% | +31.9% |
| YTD | +47.7% | -6.0% | +53.7% | +47.0% |
| 1Y | +69.1% | +1.4% | +67.6% | +63.4% |
| 3Y | +113.5% | +11.8% | +101.7% | +92.2% |
| 5Y | +122.8% | -2.0% | +124.8% | +101.6% |
| All | +379.9% | +241.6% | +138.4% | +161.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling