+530.4%
CRUS vs SPY
+3,059.5%
-2,529.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.6% |
| 7D | -2.1% | -0.4% | -1.7% | -1.6% |
| 30D | -9.1% | -1.4% | -7.8% | -7.3% |
| 3M | -32.5% | +3.7% | -36.2% | -36.0% |
| 6M | -17.3% | +13.0% | -30.3% | -30.9% |
| YTD | -6.6% | +12.4% | -19.0% | -21.4% |
| 1Y | -4.9% | +18.5% | -23.4% | -25.9% |
| 3Y | +50.6% | +77.6% | -27.0% | -34.3% |
| 5Y | +27.7% | +81.7% | -54.0% | -46.7% |
| 10Y | +128.5% | +319.7% | -191.1% | -72.2% |
| All | +530.4% | +3,059.5% | -2,529.1% | -96.2% |
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