+57.4%
INTC vs CRM
-11.3%
+68.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.2% | -6.0% | -3.3% |
| 7D | -39.0% | -6.2% | -32.8% | -40.0% |
| 30D | -49.8% | -1.2% | -48.7% | -49.9% |
| 3M | -42.2% | +19.1% | -61.3% | -39.1% |
| 6M | -39.2% | +23.0% | -62.1% | -32.0% |
| YTD | +57.9% | -13.7% | +71.6% | +68.5% |
| 1Y | +57.4% | -10.0% | +67.3% | +70.9% |
| All | +57.4% | -11.3% | +68.6% | +70.9% |
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