+1,506.1%
CRL vs SPY
+721.8%
+784.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.4% | +2.3% | +2.6% |
| 7D | +4.4% | +0.1% | +4.3% | +4.2% |
| 30D | +17.1% | -3.3% | +20.4% | +20.7% |
| 3M | +32.1% | -2.4% | +34.5% | +35.1% |
| 6M | +98.9% | +2.6% | +96.4% | +94.6% |
| YTD | +77.1% | +11.2% | +65.9% | +62.3% |
| 1Y | +110.3% | +13.4% | +96.9% | +89.5% |
| 3Y | +108.5% | +79.9% | +28.6% | +30.1% |
| 5Y | -7.9% | +72.2% | -80.0% | -39.6% |
| 10Y | +368.9% | +307.3% | +61.6% | +65.6% |
| All | +1,506.1% | +721.8% | +784.3% | +214.7% |
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