+358.3%
DELL vs CRM
+2.5%
+355.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.9% | +10.0% | +11.7% |
| 7D | +8.2% | -4.4% | +12.7% | +8.8% |
| 30D | +17.1% | +28.1% | -11.1% | +13.0% |
| 3M | +45.2% | +48.8% | -3.7% | +34.8% |
| 6M | +286.8% | +28.3% | +258.5% | +273.2% |
| YTD | +354.8% | -6.0% | +360.8% | +351.6% |
| 1Y | +358.3% | +1.4% | +356.8% | +359.2% |
| All | +358.3% | +2.5% | +355.7% | +359.2% |
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