+1,417.0%
CRS vs SPG
+109.1%
+1,307.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.2% | -4.7% | -4.3% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -19.6% | -4.9% | -14.7% | -16.8% |
| 3M | -8.1% | +3.3% | -11.4% | -10.9% |
| 6M | +18.6% | +11.2% | +7.3% | +9.0% |
| YTD | +45.9% | +17.1% | +28.8% | +28.5% |
| 1Y | +82.5% | +21.6% | +60.9% | +55.4% |
| 3Y | +648.9% | +111.9% | +537.0% | +310.1% |
| All | +1,417.0% | +109.1% | +1,307.9% | +706.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling