-32.4%
CRML vs SPY
+79.2%
-111.6%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.6% | -4.4% | -4.4% |
| 7D | -8.7% | -2.0% | -6.7% | -6.9% |
| 30D | -0.7% | -1.7% | +0.9% | +1.1% |
| 3M | -26.7% | +4.7% | -31.5% | -28.8% |
| 6M | -33.4% | +12.5% | -45.9% | -37.7% |
| YTD | -3.2% | +11.7% | -14.9% | -8.6% |
| 1Y | +17.7% | +17.5% | +0.2% | +8.5% |
| 3Y | -38.0% | +76.6% | -114.6% | -47.8% |
| All | -32.4% | +79.2% | -111.6% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling