+31.3%
NFLX vs CRM
-1.9%
+33.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.0% |
| 7D | -1.1% | -4.4% | +3.4% | +0.8% |
| 30D | +4.3% | +28.1% | -23.8% | -7.8% |
| 3M | -4.8% | +48.8% | -53.6% | -21.8% |
| 6M | -18.4% | +28.3% | -46.7% | -29.6% |
| YTD | -17.4% | -6.0% | -11.4% | -17.3% |
| 1Y | -35.7% | +1.4% | -37.1% | -38.7% |
| 3Y | +73.8% | +11.8% | +61.9% | +44.0% |
| All | +31.3% | -1.9% | +33.3% | +14.4% |
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