+314.7%
SPY vs CRM
+241.6%
+73.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.1% | +0.3% |
| 7D | -0.8% | -4.4% | +3.7% | +0.5% |
| 30D | -1.1% | +28.1% | -29.2% | -8.9% |
| 3M | +3.9% | +48.8% | -45.0% | -9.2% |
| 6M | +13.6% | +28.3% | -14.6% | +2.8% |
| YTD | +12.7% | -6.0% | +18.7% | +12.2% |
| 1Y | +17.5% | +1.4% | +16.1% | +13.5% |
| 3Y | +76.9% | +11.8% | +65.1% | +59.6% |
| 5Y | +83.6% | -2.0% | +85.6% | +66.6% |
| All | +314.7% | +241.6% | +73.2% | +147.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRM.
Daily Out/Under-Performance
Portfolio return minus CRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRM 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 10y: compounded portfolio wealth divided by compounded CRM 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…
10y analysis · Full analysis span regression · 6 months rolling