+3,497.0%
CRM vs SPYM
+814.4%
+2,682.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.2% |
| 7D | -8.1% | -2.0% | -6.1% | -5.8% |
| 30D | +23.1% | -1.6% | +24.7% | +25.8% |
| 3M | +42.5% | +4.7% | +37.8% | +34.2% |
| 6M | +25.3% | +12.6% | +12.7% | +7.5% |
| YTD | -7.8% | +11.8% | -19.6% | -20.2% |
| 1Y | +1.0% | +17.5% | -16.5% | -17.9% |
| 3Y | +10.0% | +77.0% | -67.0% | -45.5% |
| 5Y | -3.9% | +82.6% | -86.5% | -52.7% |
| 10Y | +233.2% | +320.3% | -87.1% | -39.0% |
| All | +3,497.0% | +814.4% | +2,682.6% | +183.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling