+13,271.7%
GOOGL vs CRM
+8,174.6%
+5,097.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -2.8% | -8.1% | +5.3% | -0.3% |
| 30D | -3.2% | +23.1% | -26.3% | -10.1% |
| 3M | -6.6% | +42.5% | -49.2% | -17.5% |
| 6M | +8.5% | +25.3% | -16.8% | -1.6% |
| YTD | +6.5% | -7.8% | +14.3% | +5.7% |
| 1Y | +39.4% | +1.0% | +38.4% | +33.7% |
| 3Y | +146.2% | +10.0% | +136.2% | +123.8% |
| 5Y | +138.3% | -3.9% | +142.2% | +120.9% |
| 10Y | +751.7% | +233.2% | +518.5% | +443.8% |
| All | +13,271.7% | +8,174.6% | +5,097.1% | +3,762.2% |
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