+13.8%
ORCL vs CRM
+4.4%
+9.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +8.0% | +2.0% | +6.0% | +7.3% |
| 30D | -4.0% | -7.7% | +3.7% | -1.4% |
| 3M | -19.5% | +8.4% | -27.8% | -23.0% |
| 6M | -33.5% | +31.9% | -65.4% | -41.4% |
| YTD | -34.8% | -17.2% | -17.6% | -32.3% |
| 1Y | -41.6% | -8.6% | -33.0% | -41.4% |
| 3Y | +13.8% | +3.1% | +10.6% | +15.7% |
| All | +13.8% | +4.4% | +9.3% | +15.7% |
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