+143.3%
DELL vs CRM
-11.3%
+154.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.2% | -11.0% | -9.0% |
| 7D | -24.6% | -6.2% | -18.4% | -24.1% |
| 30D | -32.5% | -1.2% | -31.3% | -32.5% |
| 3M | -20.2% | +19.1% | -39.3% | -23.1% |
| 6M | +76.5% | +23.0% | +53.5% | +71.2% |
| YTD | +198.9% | -13.7% | +212.6% | +204.4% |
| 1Y | +143.3% | -10.0% | +153.3% | +142.2% |
| All | +143.3% | -11.3% | +154.6% | +142.2% |
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