+332.3%
CRS vs SPG
+135.6%
+196.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.5% |
| 7D | +4.8% | +2.0% | +2.8% | +3.7% |
| 30D | -23.2% | +17.2% | -40.4% | -29.8% |
| 3M | -45.5% | +6.3% | -51.8% | -47.4% |
| 6M | -33.1% | +18.7% | -51.8% | -40.1% |
| YTD | -7.2% | +30.1% | -37.3% | -21.7% |
| 1Y | -10.0% | +32.8% | -42.8% | -25.2% |
| 3Y | +332.3% | +133.6% | +198.7% | +126.7% |
| All | +332.3% | +135.6% | +196.8% | +126.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling