+5,019.6%
CRS vs SPY
+3,034.0%
+1,985.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.2% |
| 7D | +4.8% | +2.6% | +2.2% | +1.7% |
| 30D | -23.2% | -2.0% | -21.2% | -20.8% |
| 3M | -45.5% | -2.8% | -42.7% | -43.3% |
| 6M | -33.1% | +2.1% | -35.3% | -34.4% |
| YTD | -7.2% | +11.5% | -18.7% | -18.0% |
| 1Y | -10.0% | +13.5% | -23.5% | -22.2% |
| 3Y | +332.3% | +77.7% | +254.6% | +120.3% |
| 5Y | +801.9% | +72.6% | +729.3% | +385.5% |
| 10Y | +820.9% | +308.2% | +512.8% | +103.1% |
| All | +5,019.6% | +3,034.0% | +1,985.6% | +272.4% |
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