+145.8%
GOOG vs CRM
+11.5%
+134.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.2% |
| 7D | 0.0% | -4.4% | +4.5% | +0.8% |
| 30D | -2.0% | +28.1% | -30.1% | -6.7% |
| 3M | -5.9% | +48.8% | -54.7% | -13.2% |
| 6M | +8.9% | +28.3% | -19.4% | +3.0% |
| YTD | +7.1% | -6.0% | +13.1% | +9.6% |
| 1Y | +39.7% | +1.4% | +38.2% | +39.2% |
| 3Y | +145.8% | +11.8% | +134.0% | +124.4% |
| All | +145.8% | +11.5% | +134.3% | +124.4% |
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