+232.1%
CRM vs SPMO
+566.1%
-334.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.0% |
| YTD | -6.0% | +24.8% | -30.9% | -29.4% |
| 1Y | +1.4% | +24.5% | -23.1% | -23.9% |
| 3Y | +11.8% | +157.1% | -145.3% | -61.7% |
| 5Y | -2.0% | +149.5% | -151.5% | -64.9% |
| 10Y | +239.6% | +518.1% | -278.4% | -42.3% |
| All | +232.1% | +566.1% | -334.0% | -47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling