+7,205.5%
CRS vs SPG
+5,256.9%
+1,948.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.2% |
| 7D | -0.2% | -2.4% | +2.2% | +1.1% |
| 30D | -16.6% | -6.8% | -9.8% | -13.4% |
| 3M | -3.5% | +2.7% | -6.1% | -5.4% |
| 6M | +15.4% | +5.5% | +10.0% | +11.7% |
| YTD | +51.2% | +15.7% | +35.5% | +38.3% |
| 1Y | +98.3% | +20.9% | +77.4% | +76.4% |
| 3Y | +651.5% | +112.4% | +539.2% | +388.7% |
| 5Y | +1,411.1% | +101.4% | +1,309.8% | +911.3% |
| 10Y | +1,424.3% | +60.6% | +1,363.7% | +949.9% |
| All | +7,205.5% | +5,256.9% | +1,948.6% | +1,597.6% |
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