+4,383.6%
CRS vs SPG
+5,922.7%
-1,539.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -29.9% |
| 3M | -45.5% | +6.3% | -51.8% | -47.7% |
| 6M | -33.1% | +18.7% | -51.8% | -39.8% |
| YTD | -7.2% | +30.1% | -37.3% | -20.9% |
| 1Y | -10.0% | +32.8% | -42.8% | -24.1% |
| 3Y | +332.3% | +133.6% | +198.7% | +165.4% |
| 5Y | +801.9% | +84.4% | +717.5% | +530.4% |
| 10Y | +820.9% | +114.3% | +706.6% | +442.7% |
| All | +4,383.6% | +5,922.7% | -1,539.1% | +871.3% |
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