+811.4%
SPYM vs CRL
+669.9%
+141.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +2.6% | +0.1% | +2.4% | +2.5% |
| 30D | -2.0% | +11.9% | -13.9% | -5.4% |
| 3M | -2.8% | +20.2% | -22.9% | -8.2% |
| 6M | +2.2% | +107.5% | -105.4% | -17.6% |
| YTD | +11.5% | +69.4% | -57.9% | -6.1% |
| 1Y | +13.5% | +99.7% | -86.2% | -8.9% |
| 3Y | +78.0% | +98.8% | -20.7% | +34.4% |
| 5Y | +73.1% | -12.4% | +85.6% | +62.5% |
| 10Y | +310.9% | +352.9% | -42.0% | +126.4% |
| All | +811.4% | +669.9% | +141.5% | +293.3% |
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