+1.4%
CRM vs SGOV
+3.8%
-2.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.3% |
| 7D | -4.4% | 0.0% | -4.5% | -5.9% |
| 30D | +28.1% | +0.3% | +27.8% | +15.6% |
| 3M | +48.8% | +0.9% | +47.9% | +10.5% |
| 6M | +28.3% | +1.8% | +26.4% | -14.0% |
| YTD | -6.0% | +2.5% | -8.6% | -43.2% |
| 1Y | +1.4% | +3.8% | -2.3% | -35.5% |
| All | +1.4% | +3.8% | -2.4% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 SGOV 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