+1,211.4%
CRL vs SPY
+738.8%
+472.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.3% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | +10.7% | +0.1% | +10.6% | +10.6% |
| 3M | +55.3% | +2.0% | +53.3% | +52.5% |
| 6M | +60.7% | +13.0% | +47.6% | +44.6% |
| YTD | +44.6% | +13.5% | +31.1% | +30.0% |
| 1Y | +77.7% | +20.0% | +57.8% | +52.5% |
| 3Y | +37.6% | +77.2% | -39.6% | -13.1% |
| 5Y | -35.8% | +81.9% | -117.7% | -59.8% |
| 10Y | +241.7% | +314.1% | -72.3% | +18.9% |
| All | +1,211.4% | +738.8% | +472.5% | +152.1% |
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