+3.2%
CRML vs SPY
+18.1%
-14.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -7.9% |
| 7D | -11.7% | -0.8% | -10.9% | -8.9% |
| 30D | -2.7% | -1.1% | -1.7% | +2.5% |
| 3M | -34.0% | +3.9% | -37.8% | -42.2% |
| 6M | -33.7% | +13.6% | -47.3% | -57.2% |
| YTD | -7.3% | +12.7% | -20.0% | -38.3% |
| 1Y | +3.2% | +17.5% | -14.3% | -52.4% |
| All | +3.2% | +18.1% | -14.9% | -52.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling