+1,339.5%
CRS vs SPG
+64.3%
+1,275.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.3% |
| 7D | -4.1% | -2.2% | -1.9% | -2.8% |
| 30D | -16.6% | -5.8% | -10.8% | -13.4% |
| 3M | -14.3% | -2.8% | -11.5% | -13.3% |
| 6M | +11.6% | +8.9% | +2.7% | +4.8% |
| YTD | +42.6% | +14.3% | +28.3% | +28.9% |
| 1Y | +81.8% | +19.5% | +62.3% | +58.8% |
| 3Y | +632.1% | +106.9% | +525.2% | +339.3% |
| 5Y | +1,401.6% | +108.7% | +1,292.9% | +788.1% |
| All | +1,339.5% | +64.3% | +1,275.1% | +829.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling