+238.9%
CRM vs SPYG
+424.6%
-185.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.1% |
| 7D | -4.4% | -0.9% | -3.6% | -3.5% |
| 30D | +28.1% | -1.5% | +29.7% | +30.6% |
| 3M | +48.8% | +3.7% | +45.1% | +41.6% |
| 6M | +28.3% | +16.4% | +11.8% | +6.1% |
| YTD | -6.0% | +13.3% | -19.3% | -19.9% |
| 1Y | +1.4% | +17.9% | -16.4% | -17.7% |
| 3Y | +11.8% | +98.3% | -86.5% | -51.7% |
| 5Y | -2.0% | +86.4% | -88.4% | -53.5% |
| All | +238.9% | +424.6% | -185.7% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling