+1,401.6%
CRS vs SPY
+79.8%
+1,321.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.4% |
| 7D | -4.1% | -2.0% | -2.1% | -1.4% |
| 30D | -16.6% | -1.7% | -14.9% | -14.6% |
| 3M | -14.3% | +4.7% | -19.0% | -19.4% |
| 6M | +11.6% | +12.5% | -0.9% | -4.7% |
| YTD | +42.6% | +11.7% | +30.9% | +22.8% |
| 1Y | +81.8% | +17.5% | +64.3% | +46.5% |
| 3Y | +632.1% | +76.6% | +555.5% | +249.0% |
| 5Y | +1,401.6% | +82.0% | +1,319.6% | +584.1% |
| All | +1,401.6% | +79.8% | +1,321.9% | +584.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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