+0.8%
META vs CRM
-11.3%
+12.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +1.3% |
| 7D | +2.9% | -6.2% | +9.1% | +3.3% |
| 30D | -15.1% | -1.2% | -13.9% | -15.1% |
| 3M | +7.2% | +19.1% | -11.9% | +5.5% |
| 6M | +3.4% | +23.0% | -19.6% | +0.5% |
| YTD | -4.3% | -13.7% | +9.4% | 0.0% |
| 1Y | +0.8% | -10.0% | +10.8% | +3.0% |
| All | +0.8% | -11.3% | +12.0% | +3.0% |
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