+1,434.2%
CRL vs SPY
+702.8%
+731.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.3% | +7.5% | +7.6% |
| 7D | -6.1% | -2.7% | -3.4% | -3.9% |
| 30D | +12.4% | -5.4% | +17.8% | +18.0% |
| 3M | +27.1% | -4.1% | +31.2% | +31.9% |
| 6M | +85.7% | +0.7% | +85.0% | +84.5% |
| YTD | +69.2% | +8.7% | +60.5% | +58.1% |
| 1Y | +97.5% | +10.9% | +86.6% | +81.5% |
| 3Y | +86.1% | +75.0% | +11.1% | +18.9% |
| 5Y | -10.0% | +67.8% | -77.8% | -39.7% |
| 10Y | +395.0% | +312.9% | +82.1% | +73.9% |
| All | +1,434.2% | +702.8% | +731.4% | +206.6% |
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