+2,907.9%
CRS vs SPXU
-100.0%
+3,007.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -2.6% |
| 7D | -3.1% | -1.5% | -1.6% | -3.8% |
| 30D | -19.6% | +3.7% | -23.3% | -17.8% |
| 3M | -8.1% | -9.6% | +1.5% | -11.6% |
| 6M | +18.6% | -32.4% | +50.9% | +0.1% |
| YTD | +45.9% | -28.7% | +74.5% | +27.4% |
| 1Y | +82.5% | -38.2% | +120.7% | +50.0% |
| 3Y | +648.9% | -80.4% | +729.3% | +300.4% |
| 5Y | +1,438.1% | -86.0% | +1,524.2% | +783.3% |
| 10Y | +1,327.0% | -99.5% | +1,426.5% | +157.2% |
| All | +2,907.9% | -100.0% | +3,007.9% | -7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling