+5,648.9%
CRM vs SPG
+981.1%
+4,667.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -8.1% | -2.2% | -5.9% | -7.4% |
| 30D | +23.1% | -5.8% | +28.8% | +25.7% |
| 3M | +42.5% | -2.8% | +45.3% | +43.9% |
| 6M | +25.3% | +8.9% | +16.4% | +20.7% |
| YTD | -7.8% | +14.3% | -22.1% | -13.0% |
| 1Y | +1.0% | +19.5% | -18.5% | -6.4% |
| 3Y | +10.0% | +106.9% | -96.9% | -17.5% |
| 5Y | -3.9% | +108.7% | -112.6% | -28.5% |
| 10Y | +233.2% | +63.8% | +169.4% | +136.0% |
| All | +5,648.9% | +981.1% | +4,667.8% | +1,642.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling