+33.6%
TSLA vs CRM
+11.5%
+22.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | -0.1% |
| 7D | +3.2% | -4.4% | +7.6% | +4.7% |
| 30D | +11.6% | +28.1% | -16.6% | +1.4% |
| 3M | -8.4% | +48.8% | -57.3% | -21.9% |
| 6M | -10.4% | +28.3% | -38.6% | -20.2% |
| YTD | -18.7% | -6.0% | -12.7% | -15.5% |
| 1Y | -0.9% | +1.4% | -2.3% | -2.0% |
| 3Y | +33.6% | +11.8% | +21.7% | +31.4% |
| All | +33.6% | +11.5% | +22.1% | +31.4% |
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