+4,588.0%
CRS vs SPG
+5,968.7%
-1,380.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | +4.4% | +2.7% | +1.6% | +2.9% |
| 30D | -19.1% | +16.6% | -35.7% | -26.0% |
| 3M | -43.2% | +8.1% | -51.3% | -46.0% |
| 6M | -28.9% | +19.3% | -48.2% | -36.2% |
| YTD | -3.0% | +31.1% | -34.1% | -17.6% |
| 1Y | -5.3% | +32.8% | -38.1% | -20.2% |
| 3Y | +363.5% | +135.8% | +227.7% | +183.1% |
| 5Y | +858.2% | +85.1% | +773.1% | +568.3% |
| 10Y | +862.9% | +115.9% | +747.0% | +465.1% |
| All | +4,588.0% | +5,968.7% | -1,380.7% | +911.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling