+1,401.6%
CRS vs SPXU
-85.5%
+1,487.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.1% | -1.4% |
| 7D | -4.1% | +6.4% | -10.5% | -1.2% |
| 30D | -16.6% | +5.9% | -22.5% | -14.1% |
| 3M | -14.3% | -11.7% | -2.6% | -18.1% |
| 6M | +11.6% | -28.7% | +40.3% | -1.6% |
| YTD | +42.6% | -26.4% | +68.9% | +28.3% |
| 1Y | +81.8% | -35.2% | +117.1% | +56.3% |
| 3Y | +632.1% | -79.8% | +711.9% | +336.0% |
| 5Y | +1,401.6% | -86.1% | +1,487.7% | +822.5% |
| All | +1,401.6% | -85.5% | +1,487.2% | +822.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling