+612.0%
CSCO vs CRM
+6,523.6%
-5,911.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.8% |
| 7D | 0.0% | -5.0% | +4.9% | +1.3% |
| 30D | -10.7% | +23.6% | -34.3% | -16.9% |
| 3M | -8.7% | +39.6% | -48.3% | -18.6% |
| 6M | +44.9% | +23.4% | +21.5% | +32.5% |
| YTD | +44.1% | -7.4% | +51.5% | +42.5% |
| 1Y | +65.9% | -2.3% | +68.2% | +60.6% |
| 3Y | +109.0% | +10.5% | +98.5% | +89.1% |
| 5Y | +114.8% | -4.7% | +119.5% | +95.7% |
| 10Y | +377.3% | +234.7% | +142.6% | +184.8% |
| All | +612.0% | +6,523.6% | -5,911.5% | +71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling