+612.8%
CRS vs SPYG
+96.8%
+516.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.3% |
| 7D | -4.1% | -1.8% | -2.3% | -2.1% |
| 30D | -16.6% | -1.9% | -14.7% | -14.7% |
| 3M | -14.3% | +5.2% | -19.4% | -18.7% |
| 6M | +11.6% | +15.6% | -4.0% | -4.7% |
| YTD | +42.6% | +12.4% | +30.2% | +25.0% |
| 1Y | +81.8% | +17.5% | +64.4% | +51.8% |
| All | +612.8% | +96.8% | +516.1% | +269.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling