+238.9%
CRM vs SPYM
+325.3%
-86.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +0.9% |
| 7D | -4.4% | -0.8% | -3.7% | -3.5% |
| 30D | +28.1% | -1.1% | +29.2% | +30.1% |
| 3M | +48.8% | +3.9% | +44.9% | +41.8% |
| 6M | +28.3% | +13.6% | +14.6% | +8.8% |
| YTD | -6.0% | +12.7% | -18.7% | -19.5% |
| 1Y | +1.4% | +17.6% | -16.2% | -17.6% |
| 3Y | +11.8% | +77.2% | -65.4% | -45.0% |
| 5Y | -2.0% | +84.1% | -86.1% | -52.7% |
| All | +238.9% | +325.3% | -86.4% | -36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling