+8,241.7%
CRS vs SPY
+3,091.8%
+5,150.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.2% |
| 7D | -0.2% | +0.1% | -0.3% | -0.4% |
| 30D | -16.6% | +0.1% | -16.7% | -16.6% |
| 3M | -3.5% | +2.0% | -5.5% | -5.7% |
| 6M | +15.4% | +13.0% | +2.4% | 0.0% |
| YTD | +51.2% | +13.5% | +37.7% | +30.0% |
| 1Y | +98.3% | +20.0% | +78.3% | +59.6% |
| 3Y | +651.5% | +77.2% | +574.4% | +282.9% |
| 5Y | +1,411.1% | +81.9% | +1,329.2% | +660.2% |
| 10Y | +1,424.3% | +314.1% | +1,110.3% | +230.0% |
| All | +8,241.7% | +3,091.8% | +5,150.0% | +490.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling