+32.1%
ORCL vs CRM
+9.9%
+22.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | +0.2% |
| 7D | +10.9% | -5.0% | +15.9% | +12.8% |
| 30D | +7.0% | +23.6% | -16.6% | -2.2% |
| 3M | -21.2% | +39.6% | -60.8% | -32.0% |
| 6M | +7.4% | +23.4% | -16.1% | -2.5% |
| YTD | -16.3% | -7.4% | -8.9% | -15.9% |
| 1Y | -32.3% | -2.3% | -30.0% | -33.7% |
| All | +32.1% | +9.9% | +22.2% | +24.7% |
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