+238.9%
CRM vs SPMO
+517.6%
-278.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.5% |
| 7D | -4.4% | -0.9% | -3.5% | -3.7% |
| 30D | +28.1% | -1.9% | +30.1% | +29.9% |
| 3M | +48.8% | -1.4% | +50.2% | +45.0% |
| 6M | +28.3% | +25.5% | +2.8% | -4.2% |
| YTD | -6.0% | +24.8% | -30.9% | -29.6% |
| 1Y | +1.4% | +24.5% | -23.1% | -24.1% |
| 3Y | +11.8% | +157.1% | -145.3% | -62.2% |
| 5Y | -2.0% | +149.5% | -151.5% | -65.3% |
| All | +238.9% | +517.6% | -278.7% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 10y: compounded portfolio wealth divided by compounded SPMO 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…
10y analysis · Full analysis span regression · 6 months rolling