-30.0%
CRMG vs SPY
+48.0%
-78.0%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +2.4% |
| 7D | -9.1% | -0.8% | -8.4% | -8.0% |
| 30D | +55.4% | -1.1% | +56.4% | +58.7% |
| 3M | +97.4% | +3.9% | +93.6% | +86.3% |
| 6M | +34.0% | +13.6% | +20.4% | +7.7% |
| YTD | -32.5% | +12.7% | -45.1% | -44.5% |
| 1Y | -26.6% | +17.5% | -44.1% | -44.2% |
| All | -30.0% | +48.0% | -78.0% | -67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling