+50.1%
MSFT vs CRM
+11.5%
+38.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.1% |
| 7D | -0.8% | -4.4% | +3.6% | +0.5% |
| 30D | +0.8% | +28.1% | -27.3% | -7.4% |
| 3M | +27.2% | +48.8% | -21.6% | +10.2% |
| 6M | +22.9% | +28.3% | -5.3% | +11.4% |
| YTD | +3.1% | -6.0% | +9.1% | +2.3% |
| 1Y | -0.3% | +1.4% | -1.7% | -3.6% |
| 3Y | +50.1% | +11.8% | +38.2% | +45.5% |
| All | +50.1% | +11.5% | +38.6% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling