+5,676.4%
CRM vs SPY
+906.3%
+4,770.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.4% |
| 7D | -5.0% | -0.4% | -4.6% | -4.5% |
| 30D | +23.6% | -1.4% | +25.0% | +26.0% |
| 3M | +39.6% | +3.7% | +35.9% | +32.8% |
| 6M | +23.4% | +13.0% | +10.4% | +4.7% |
| YTD | -7.4% | +12.4% | -19.8% | -20.9% |
| 1Y | -2.3% | +18.5% | -20.8% | -22.1% |
| 3Y | +10.5% | +77.6% | -67.1% | -47.2% |
| 5Y | -4.7% | +81.7% | -86.4% | -54.4% |
| 10Y | +234.7% | +319.7% | -84.9% | -44.3% |
| All | +5,676.4% | +906.3% | +4,770.0% | +240.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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