+4,951.7%
CRS vs SPYG
+559.2%
+4,392.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.4% |
| 7D | -0.5% | +0.3% | -0.9% | -0.9% |
| 30D | -18.1% | -1.7% | -16.4% | -16.4% |
| 3M | -12.4% | +3.6% | -16.1% | -15.9% |
| 6M | +15.9% | +16.6% | -0.7% | -2.3% |
| YTD | +45.8% | +13.4% | +32.5% | +26.4% |
| 1Y | +87.8% | +19.6% | +68.2% | +53.2% |
| 3Y | +648.7% | +99.8% | +549.0% | +243.8% |
| 5Y | +1,416.6% | +85.0% | +1,331.7% | +648.1% |
| 10Y | +1,412.7% | +422.1% | +990.6% | +142.0% |
| All | +4,951.7% | +559.2% | +4,392.5% | +296.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling