+123.2%
GLW vs CRM
+8.9%
+114.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.7% | +4.9% |
| 7D | +3.8% | +1.3% | +2.5% | +4.3% |
| 30D | -1.3% | +34.3% | -35.7% | +12.5% |
| 3M | -21.8% | +37.7% | -59.5% | -5.9% |
| 6M | +6.9% | +34.9% | -28.0% | +30.7% |
| YTD | +77.2% | -1.6% | +78.8% | +119.5% |
| 1Y | +123.2% | +7.1% | +116.1% | +175.1% |
| All | +123.2% | +8.9% | +114.3% | +175.1% |
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 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