+5,074.9%
DELL vs CRM
+225.5%
+4,849.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.9% | +10.0% | +11.2% |
| 7D | +8.2% | -4.4% | +12.7% | +10.1% |
| 30D | +17.1% | +28.1% | -11.1% | +4.8% |
| 3M | +45.2% | +48.8% | -3.7% | +20.1% |
| 6M | +286.8% | +28.3% | +258.5% | +239.5% |
| YTD | +354.8% | -6.0% | +360.8% | +351.2% |
| 1Y | +358.3% | +1.4% | +356.8% | +337.1% |
| 3Y | +724.9% | +11.8% | +713.1% | +645.8% |
| 5Y | +1,193.7% | -2.0% | +1,195.7% | +1,075.4% |
| 10Y | +4,433.8% | +239.6% | +4,194.2% | +2,322.8% |
| All | +5,074.9% | +225.5% | +4,849.4% | +2,709.2% |
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 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