+25.6%
QQQ vs CRM
+8.9%
+16.7%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +0.2% |
| 7D | +0.4% | +1.3% | -0.9% | +0.3% |
| 30D | +0.2% | +34.3% | -34.1% | -0.8% |
| 3M | -2.8% | +37.7% | -40.5% | -3.1% |
| 6M | +18.0% | +34.9% | -16.9% | +17.8% |
| YTD | +17.3% | -1.6% | +19.0% | +22.9% |
| 1Y | +25.6% | +7.1% | +18.5% | +30.0% |
| All | +25.6% | +8.9% | +16.7% | +30.0% |
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