-5.0%
CRSR vs SPY
+149.8%
-154.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.9% | +6.9% | +6.2% |
| 7D | +6.4% | -0.8% | +7.2% | +8.0% |
| 30D | +4.8% | -1.1% | +5.9% | +7.3% |
| 3M | +51.3% | +3.9% | +47.4% | +43.2% |
| 6M | +137.5% | +13.6% | +123.9% | +94.1% |
| YTD | +127.9% | +12.7% | +115.3% | +90.0% |
| 1Y | +48.8% | +17.5% | +31.3% | +16.2% |
| 3Y | -12.4% | +76.9% | -89.3% | -62.0% |
| 5Y | -53.8% | +83.6% | -137.4% | -80.7% |
| All | -5.0% | +149.8% | -154.8% | -73.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling