+122.4%
GLW vs CRM
+2.5%
+119.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +2.8% |
| 7D | +7.8% | -4.4% | +12.3% | +6.0% |
| 30D | -0.4% | +28.1% | -28.6% | +11.6% |
| 3M | -5.6% | +48.8% | -54.4% | +16.3% |
| 6M | +26.7% | +28.3% | -1.5% | +52.6% |
| YTD | +91.0% | -6.0% | +97.1% | +134.2% |
| 1Y | +122.4% | +1.4% | +121.0% | +169.5% |
| All | +122.4% | +2.5% | +119.9% | +169.5% |
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