-4.5%
CRS vs SPYG
+10.8%
-15.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.8% | -2.9% |
| 7D | +4.3% | -2.8% | +7.1% | +7.4% |
| 30D | -25.5% | -6.2% | -19.3% | -20.0% |
| 3M | -48.7% | -3.6% | -45.1% | -46.4% |
| 6M | -31.6% | +4.8% | -36.4% | -33.9% |
| YTD | -7.0% | +11.0% | -18.0% | -18.0% |
| 1Y | -4.5% | +11.2% | -15.7% | -16.0% |
| All | -4.5% | +10.8% | -15.3% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling