+100.8%
CRMD vs SPY
+77.0%
+23.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.4% |
| 7D | -7.1% | -0.8% | -6.4% | -6.4% |
| 30D | +10.3% | -1.1% | +11.3% | +11.4% |
| 3M | -12.6% | +3.9% | -16.5% | -15.8% |
| 6M | +17.0% | +13.6% | +3.4% | +3.7% |
| YTD | -32.7% | +12.7% | -45.3% | -39.8% |
| 1Y | -40.2% | +17.5% | -57.7% | -48.3% |
| 3Y | +100.8% | +76.9% | +23.9% | +2.0% |
| All | +100.8% | +77.0% | +23.8% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling