+1,156.2%
CRWS vs SPY
+1,025.7%
+130.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -3.9% | +0.5% | -4.5% | -4.1% |
| 30D | -10.3% | -0.9% | -9.4% | -10.1% |
| 3M | -0.5% | +3.9% | -4.3% | -1.7% |
| 6M | -0.5% | +14.5% | -15.0% | -4.6% |
| YTD | +2.8% | +12.9% | -10.1% | -1.0% |
| 1Y | -1.3% | +19.4% | -20.7% | -6.6% |
| 3Y | -28.9% | +78.5% | -107.4% | -40.2% |
| 5Y | -43.6% | +81.8% | -125.4% | -53.3% |
| 10Y | -42.7% | +311.5% | -354.2% | -62.7% |
| All | +1,156.2% | +1,025.7% | +130.6% | +528.7% |
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