+890.4%
SPY vs CRM
+6,492.1%
-5,601.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -2.0% | -8.1% | +6.1% | +0.1% |
| 30D | -1.7% | +23.1% | -24.7% | -7.4% |
| 3M | +4.7% | +42.5% | -37.8% | -5.5% |
| 6M | +12.5% | +25.3% | -12.8% | +3.9% |
| YTD | +11.7% | -7.8% | +19.5% | +11.2% |
| 1Y | +17.5% | +1.0% | +16.5% | +13.7% |
| 3Y | +76.6% | +10.0% | +66.6% | +63.6% |
| 5Y | +82.0% | -3.9% | +85.9% | +70.0% |
| 10Y | +317.1% | +233.2% | +84.0% | +179.1% |
| All | +890.4% | +6,492.1% | -5,601.7% | +242.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling