-0.8%
CRM vs SPOT
+113.7%
-114.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.2% | +1.7% |
| 7D | -4.4% | -3.1% | -1.4% | -3.4% |
| 30D | +28.1% | +7.4% | +20.8% | +24.6% |
| 3M | +48.8% | +8.2% | +40.6% | +44.4% |
| 6M | +28.3% | +2.2% | +26.0% | +25.3% |
| YTD | -6.0% | -9.5% | +3.5% | -5.0% |
| 1Y | +1.4% | -23.8% | +25.3% | +8.7% |
| 3Y | +11.8% | +233.5% | -221.6% | -36.0% |
| All | -0.8% | +113.7% | -114.6% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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