+13,449.8%
GOOG vs CRM
+8,335.3%
+5,114.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +0.9% |
| 7D | 0.0% | -4.4% | +4.5% | +1.4% |
| 30D | -2.0% | +28.1% | -30.1% | -10.1% |
| 3M | -5.9% | +48.8% | -54.7% | -17.9% |
| 6M | +8.9% | +28.3% | -19.4% | -1.9% |
| YTD | +7.1% | -6.0% | +13.1% | +5.7% |
| 1Y | +39.7% | +1.4% | +38.2% | +33.8% |
| 3Y | +145.8% | +11.8% | +134.0% | +122.3% |
| 5Y | +138.6% | -2.0% | +140.6% | +119.9% |
| 10Y | +791.5% | +239.6% | +551.9% | +466.7% |
| All | +13,449.8% | +8,335.3% | +5,114.5% | +3,794.8% |
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