+1,323.2%
CRS vs SPYG
+424.6%
+898.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -2.1% |
| 7D | -6.8% | -0.9% | -5.9% | -5.8% |
| 30D | -16.1% | -1.5% | -14.6% | -14.6% |
| 3M | -21.2% | +3.7% | -24.9% | -24.5% |
| 6M | +8.7% | +16.4% | -7.7% | -8.8% |
| YTD | +41.0% | +13.3% | +27.6% | +21.6% |
| 1Y | +82.7% | +17.9% | +64.8% | +50.5% |
| 3Y | +604.8% | +98.3% | +506.4% | +216.0% |
| 5Y | +1,384.7% | +86.4% | +1,298.3% | +605.6% |
| All | +1,323.2% | +424.6% | +898.6% | +53.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling