-49.5%
ORCL vs CRM
-11.3%
-38.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.2% | -2.7% |
| 7D | -14.4% | -6.2% | -8.2% | -12.6% |
| 30D | -12.8% | -1.2% | -11.7% | -12.6% |
| 3M | -14.8% | +19.1% | -33.9% | -21.9% |
| 6M | -30.9% | +23.0% | -53.9% | -37.1% |
| YTD | -35.7% | -13.7% | -22.0% | -35.1% |
| 1Y | -49.5% | -10.0% | -39.5% | -50.1% |
| All | -49.5% | -11.3% | -38.2% | -50.1% |
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