+42.9%
CRM vs SGOV
+20.3%
+22.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -4.4% | 0.0% | -4.5% | -4.6% |
| 30D | +28.1% | +0.3% | +27.8% | +27.2% |
| 3M | +48.8% | +0.9% | +47.9% | +46.3% |
| 6M | +28.3% | +1.8% | +26.4% | +26.3% |
| YTD | -6.0% | +2.5% | -8.6% | -7.4% |
| 1Y | +1.4% | +3.8% | -2.3% | +0.7% |
| 3Y | +11.8% | +14.4% | -2.5% | +11.7% |
| 5Y | -2.0% | +20.2% | -22.2% | +80.1% |
| All | +42.9% | +20.3% | +22.6% | +164.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling