+9.0%
MSFT vs CRM
-11.3%
+20.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.2% | +4.5% | +6.0% |
| 7D | +4.7% | -6.2% | +10.9% | +6.7% |
| 30D | +5.8% | -1.2% | +7.0% | +6.0% |
| 3M | +13.0% | +19.1% | -6.1% | +4.8% |
| 6M | +34.9% | +23.0% | +11.9% | +21.7% |
| YTD | +15.7% | -13.7% | +29.3% | +16.6% |
| 1Y | +9.0% | -10.0% | +18.9% | +8.8% |
| All | +9.0% | -11.3% | +20.2% | +8.8% |
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