+288.8%
CRSP vs SPY
+318.0%
-29.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.0% |
| 7D | -3.6% | +0.5% | -4.1% | -4.3% |
| 30D | +2.4% | -0.9% | +3.3% | +3.8% |
| 3M | +6.2% | +3.9% | +2.3% | +0.9% |
| 6M | -3.0% | +14.5% | -17.6% | -18.9% |
| YTD | +4.5% | +12.9% | -8.5% | -10.7% |
| 1Y | +1.3% | +19.4% | -18.1% | -19.6% |
| 3Y | +9.7% | +78.5% | -68.8% | -48.4% |
| 5Y | -54.1% | +81.8% | -135.8% | -78.2% |
| All | +288.8% | +318.0% | -29.3% | -34.9% |
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