+7.1%
CRM vs SPG
+21.3%
-14.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -2.0% |
| 7D | +1.3% | -2.4% | +3.6% | +1.1% |
| 30D | +34.3% | -6.8% | +41.2% | +33.9% |
| 3M | +37.7% | +2.7% | +35.0% | +40.6% |
| 6M | +34.9% | +5.5% | +29.5% | +37.3% |
| YTD | -1.6% | +15.7% | -17.4% | -0.1% |
| 1Y | +7.1% | +20.9% | -13.7% | +7.6% |
| All | +7.1% | +21.3% | -14.2% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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