+459.7%
GLW vs CRM
+9.4%
+450.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.2% |
| 7D | +11.7% | -8.1% | +19.8% | +10.9% |
| 30D | +2.7% | +23.1% | -20.4% | +4.8% |
| 3M | -2.8% | +42.5% | -45.4% | +0.8% |
| 6M | +20.2% | +25.3% | -5.2% | +25.1% |
| YTD | +87.3% | -7.8% | +95.1% | +105.3% |
| 1Y | +119.6% | +1.0% | +118.6% | +135.7% |
| All | +459.7% | +9.4% | +450.4% | +470.7% |
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