+4.4%
GOOGL vs CRM
-11.3%
+15.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.0% | +3.0% |
| 7D | -11.1% | -6.2% | -4.9% | -10.7% |
| 30D | -16.6% | -1.2% | -15.4% | -16.4% |
| 3M | -23.4% | +19.1% | -42.6% | -23.7% |
| 6M | -24.5% | +23.0% | -47.5% | -24.7% |
| YTD | -7.5% | -13.7% | +6.2% | -6.7% |
| 1Y | +4.4% | -10.0% | +14.4% | +5.7% |
| All | +4.4% | -11.3% | +15.7% | +5.7% |
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 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