-93.3%
CRMX vs SPY
+10.5%
-103.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.9% | -9.7% | -16.0% |
| 7D | -22.1% | -0.8% | -21.3% | -17.4% |
| 30D | -16.2% | -1.1% | -15.2% | -5.6% |
| 3M | -67.7% | +3.9% | -71.5% | -73.9% |
| 6M | -78.8% | +13.6% | -92.4% | -90.2% |
| All | -93.3% | +10.5% | -103.8% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling