+52.3%
XOM vs CRM
+2.5%
+49.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.5% | +0.5% |
| 7D | +4.1% | -4.4% | +8.5% | +3.9% |
| 30D | +4.6% | +28.1% | -23.6% | +5.4% |
| 3M | +14.0% | +48.8% | -34.9% | +15.3% |
| 6M | +11.0% | +28.3% | -17.3% | +11.0% |
| YTD | +40.7% | -6.0% | +46.7% | +35.8% |
| 1Y | +52.3% | +1.4% | +50.9% | +46.9% |
| All | +52.3% | +2.5% | +49.8% | +46.9% |
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