+135.9%
WMT vs CRM
-1.9%
+137.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.2% |
| 7D | 0.0% | -4.4% | +4.4% | +0.3% |
| 30D | -7.4% | +28.1% | -35.6% | -9.0% |
| 3M | -10.9% | +48.8% | -59.7% | -13.4% |
| 6M | -12.7% | +28.3% | -40.9% | -14.5% |
| YTD | -3.2% | -6.0% | +2.8% | -2.6% |
| 1Y | +5.3% | +1.4% | +3.8% | +4.9% |
| 3Y | +101.9% | +11.8% | +90.0% | +97.1% |
| All | +135.9% | -1.9% | +137.8% | +124.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling