-50.6%
ORCL vs CRM
+2.5%
-53.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.7% | -2.4% |
| 7D | -5.4% | -4.4% | -0.9% | -3.9% |
| 30D | -2.0% | +28.1% | -30.1% | -11.9% |
| 3M | -18.1% | +48.8% | -66.9% | -32.3% |
| 6M | -7.2% | +28.3% | -35.5% | -16.9% |
| YTD | -22.2% | -6.0% | -16.1% | -22.1% |
| 1Y | -50.6% | +1.4% | -52.1% | -51.9% |
| All | -50.6% | +2.5% | -53.1% | -51.9% |
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