+510.6%
INTC vs CRM
+6,492.1%
-5,981.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.4% |
| 7D | +9.4% | -8.1% | +17.5% | +12.0% |
| 30D | +2.7% | +23.1% | -20.4% | -4.4% |
| 3M | -6.3% | +42.5% | -48.8% | -17.8% |
| 6M | +114.5% | +25.3% | +89.1% | +92.3% |
| YTD | +171.9% | -7.8% | +179.7% | +166.3% |
| 1Y | +305.0% | +1.0% | +304.0% | +283.8% |
| 3Y | +168.3% | +10.0% | +158.4% | +143.2% |
| 5Y | +102.3% | -3.9% | +106.2% | +86.2% |
| 10Y | +249.4% | +233.2% | +16.2% | +117.0% |
| All | +510.6% | +6,492.1% | -5,981.5% | +56.6% |
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