+4,490.3%
CRM vs SPXS
-100.0%
+4,590.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.4% | +0.9% |
| 7D | -4.4% | +2.5% | -6.9% | -3.4% |
| 30D | +28.1% | +4.2% | +23.9% | +30.8% |
| 3M | +48.8% | -9.3% | +58.1% | +43.7% |
| 6M | +28.3% | -30.7% | +59.0% | +11.4% |
| YTD | -6.0% | -28.1% | +22.0% | -16.5% |
| 1Y | +1.4% | -35.1% | +36.5% | -12.9% |
| 3Y | +11.8% | -79.6% | +91.4% | -32.9% |
| 5Y | -2.0% | -86.3% | +84.3% | -37.8% |
| 10Y | +239.6% | -99.5% | +339.2% | -20.7% |
| All | +4,490.3% | -100.0% | +4,590.3% | +146.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling