-10.0%
CRM vs SPYM
+14.7%
-24.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.6% | +1.5% |
| 7D | -6.2% | -0.7% | -5.5% | -5.9% |
| 30D | -1.2% | -1.1% | -0.1% | -0.8% |
| 3M | +19.1% | -0.3% | +19.4% | +19.2% |
| 6M | +23.0% | +7.3% | +15.6% | +19.1% |
| YTD | -13.7% | +13.4% | -27.1% | -17.8% |
| 1Y | -10.0% | +14.8% | -24.8% | -15.5% |
| All | -10.0% | +14.7% | -24.7% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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