-35.3%
CRML vs SPY
+80.7%
-116.0%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -5.1% |
| 7D | -11.7% | -0.8% | -10.9% | -11.0% |
| 30D | -2.7% | -1.1% | -1.7% | -1.5% |
| 3M | -34.0% | +3.9% | -37.8% | -35.5% |
| 6M | -33.7% | +13.6% | -47.3% | -38.5% |
| YTD | -7.3% | +12.7% | -20.0% | -13.3% |
| 1Y | +3.2% | +17.5% | -14.3% | -5.3% |
| 3Y | -40.7% | +76.9% | -117.6% | -50.5% |
| All | -35.3% | +80.7% | -116.0% | -46.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling