+73.9%
MSFT vs CRM
-1.9%
+75.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | -0.1% |
| 7D | -0.8% | -4.4% | +3.6% | +0.9% |
| 30D | +0.8% | +28.1% | -27.3% | -9.5% |
| 3M | +27.2% | +48.8% | -21.6% | +6.6% |
| 6M | +22.9% | +28.3% | -5.3% | +8.8% |
| YTD | +3.1% | -6.0% | +9.1% | +3.2% |
| 1Y | -0.3% | +1.4% | -1.7% | -3.8% |
| 3Y | +50.1% | +11.8% | +38.2% | +31.5% |
| All | +73.9% | -1.9% | +75.8% | +49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling