+45.2%
DELL vs CRM
+47.2%
-2.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.9% | +10.0% | +12.5% |
| 7D | +8.2% | -4.4% | +12.7% | +6.8% |
| 30D | +17.1% | +28.1% | -11.1% | +28.9% |
| 3M | +45.2% | +48.8% | -3.7% | +79.8% |
| All | +45.2% | +47.2% | -2.1% | +79.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling