-4.5%
CRS vs SPXU
-30.4%
+25.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | -4.1% |
| 7D | +4.3% | +2.2% | +2.2% | +5.8% |
| 30D | -25.5% | +3.8% | -29.2% | -23.4% |
| 3M | -48.7% | +3.3% | -52.0% | -47.1% |
| 6M | -31.6% | -16.7% | -14.9% | -35.9% |
| YTD | -7.0% | -28.6% | +21.6% | -20.4% |
| 1Y | -4.5% | -30.6% | +26.1% | -18.8% |
| All | -4.5% | -30.4% | +25.8% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 1y: compounded portfolio wealth divided by compounded SPXU 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…
1y analysis · Full analysis span regression · 6 months rolling