-44.8%
CRWS vs SPY
+79.8%
-124.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -2.9% | -2.0% | -0.9% | -2.3% |
| 30D | -11.5% | -1.7% | -9.9% | -11.1% |
| 3M | -3.2% | +4.7% | -8.0% | -4.7% |
| 6M | -1.2% | +12.5% | -13.7% | -4.9% |
| YTD | +2.8% | +11.7% | -9.0% | -0.9% |
| 1Y | +0.3% | +17.5% | -17.2% | -4.6% |
| 3Y | -28.9% | +76.6% | -105.5% | -38.4% |
| 5Y | -44.8% | +82.0% | -126.8% | -52.2% |
| All | -44.8% | +79.8% | -124.6% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling