+52.6%
XOM vs CRM
-11.3%
+63.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.2% | -6.8% | -4.6% |
| 7D | -7.0% | -6.2% | -0.8% | -7.1% |
| 30D | +3.2% | -1.2% | +4.4% | +3.2% |
| 3M | +10.7% | +19.1% | -8.5% | +11.2% |
| 6M | +11.6% | +23.0% | -11.4% | +11.9% |
| YTD | +43.5% | -13.7% | +57.2% | +37.4% |
| 1Y | +52.6% | -10.0% | +62.6% | +46.4% |
| All | +52.6% | -11.3% | +63.9% | +46.4% |
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 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