-0.8%
CRM vs SPG
+106.0%
-106.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.9% | +1.9% |
| 7D | -4.4% | -1.2% | -3.3% | -3.9% |
| 30D | +28.1% | -6.1% | +34.3% | +32.1% |
| 3M | +48.8% | -3.6% | +52.5% | +51.5% |
| 6M | +28.3% | +10.4% | +17.8% | +20.7% |
| YTD | -6.0% | +14.4% | -20.4% | -13.5% |
| 1Y | +1.4% | +16.5% | -15.1% | -7.9% |
| 3Y | +11.8% | +106.8% | -94.9% | -29.0% |
| All | -0.8% | +106.0% | -106.9% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling