+113.2%
CRM vs SPOT
+215.3%
-102.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.6% |
| 7D | -5.0% | -6.5% | +1.5% | -2.8% |
| 30D | +23.6% | +2.2% | +21.4% | +22.3% |
| 3M | +39.6% | +5.4% | +34.2% | +36.6% |
| 6M | +23.4% | -4.0% | +27.5% | +23.2% |
| YTD | -7.4% | -9.9% | +2.6% | -6.4% |
| 1Y | -2.3% | -27.3% | +25.0% | +5.9% |
| 3Y | +10.5% | +236.4% | -225.9% | -34.1% |
| 5Y | -4.7% | +112.6% | -117.3% | -38.3% |
| All | +113.2% | +215.3% | -102.0% | -0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling