-98.4%
CRMT vs SPY
+82.3%
-180.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.5% | +0.9% | +18.6% | +18.3% |
| 7D | -20.8% | -0.8% | -20.1% | -19.6% |
| 30D | -39.7% | -1.1% | -38.6% | -38.5% |
| 3M | -29.4% | +3.9% | -33.2% | -32.1% |
| 6M | -90.0% | +13.6% | -103.6% | -91.1% |
| YTD | -92.5% | +12.7% | -105.2% | -93.2% |
| 1Y | -94.6% | +17.5% | -112.1% | -95.4% |
| 3Y | -98.0% | +76.9% | -174.9% | -99.0% |
| All | -98.4% | +82.3% | -180.7% | -99.2% |
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