+1.4%
CRM vs SPXS
-36.2%
+37.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.4% | +1.5% |
| 7D | -4.4% | +2.5% | -6.9% | -4.0% |
| 30D | +28.1% | +4.2% | +23.9% | +29.1% |
| 3M | +48.8% | -9.3% | +58.1% | +47.5% |
| 6M | +28.3% | -30.7% | +59.0% | +21.5% |
| YTD | -6.0% | -28.1% | +22.0% | -9.0% |
| 1Y | +1.4% | -35.1% | +36.5% | -5.4% |
| All | +1.4% | -36.2% | +37.6% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling