-42.7%
CRWS vs SPY
+322.5%
-365.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.7% |
| 7D | -1.5% | -0.8% | -0.7% | -1.2% |
| 30D | -9.8% | -1.1% | -8.7% | -9.5% |
| 3M | -4.3% | +3.9% | -8.2% | -5.7% |
| 6M | -3.5% | +13.6% | -17.1% | -8.1% |
| YTD | +2.4% | +12.7% | -10.3% | -2.2% |
| 1Y | -0.7% | +17.5% | -18.2% | -6.6% |
| 3Y | -29.3% | +76.9% | -106.2% | -42.5% |
| 5Y | -45.0% | +83.6% | -128.6% | -56.2% |
| All | -42.7% | +322.5% | -365.2% | -64.4% |
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