+828.4%
SPYM vs CRL
+557.2%
+271.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.1% |
| 7D | +0.1% | -1.0% | +1.1% | +0.4% |
| 30D | +0.1% | +10.7% | -10.6% | -2.7% |
| 3M | +2.0% | +55.3% | -53.3% | -10.1% |
| 6M | +13.1% | +60.7% | -47.6% | -2.3% |
| YTD | +13.6% | +44.6% | -31.0% | +0.5% |
| 1Y | +20.1% | +77.7% | -57.7% | -0.5% |
| 3Y | +77.6% | +37.6% | +39.9% | +49.7% |
| 5Y | +82.5% | -35.8% | +118.4% | +87.9% |
| 10Y | +317.6% | +241.7% | +75.9% | +149.4% |
| All | +828.4% | +557.2% | +271.2% | +320.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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