+724.9%
DELL vs CRM
+11.5%
+713.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.9% | +10.0% | +11.3% |
| 7D | +8.2% | -4.4% | +12.7% | +9.8% |
| 30D | +17.1% | +28.1% | -11.1% | +6.4% |
| 3M | +45.2% | +48.8% | -3.7% | +22.2% |
| 6M | +286.8% | +28.3% | +258.5% | +246.9% |
| YTD | +354.8% | -6.0% | +360.8% | +366.1% |
| 1Y | +358.3% | +1.4% | +356.8% | +349.1% |
| 3Y | +724.9% | +11.8% | +713.1% | +734.1% |
| All | +724.9% | +11.5% | +713.4% | +734.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling