+122.0%
CSCO vs CRM
-1.9%
+123.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.4% | +4.0% |
| 7D | +2.7% | -4.4% | +7.1% | +3.4% |
| 30D | -9.5% | +28.1% | -37.6% | -13.8% |
| 3M | -7.6% | +48.8% | -56.4% | -14.8% |
| 6M | +44.9% | +28.3% | +16.6% | +36.8% |
| YTD | +47.7% | -6.0% | +53.7% | +49.0% |
| 1Y | +69.1% | +1.4% | +67.6% | +66.8% |
| 3Y | +113.5% | +11.8% | +101.7% | +100.0% |
| All | +122.0% | -1.9% | +123.9% | +98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling