-81.4%
CRMU vs SPY
+11.4%
-92.8%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | +1.1% |
| 7D | +3.1% | +0.1% | +3.0% | +2.3% |
| 30D | +3.6% | +0.1% | +3.5% | +8.2% |
| 3M | -68.3% | +2.0% | -70.2% | -68.8% |
| 6M | -75.8% | +13.0% | -88.8% | -90.5% |
| All | -81.4% | +11.4% | -92.8% | -92.4% |
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