+230.9%
SPOT vs CRS
+620.4%
-389.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.1% |
| 7D | -6.9% | -4.1% | -2.7% | -6.2% |
| 30D | +4.1% | -16.6% | +20.7% | +7.0% |
| 3M | +3.7% | -14.3% | +18.0% | +5.3% |
| 6M | -1.6% | +11.6% | -13.2% | -5.7% |
| YTD | -10.2% | +42.6% | -52.7% | -19.0% |
| 1Y | -25.9% | +81.8% | -107.7% | -38.0% |
| All | +230.9% | +620.4% | -389.5% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 3y: compounded portfolio wealth divided by compounded CRS 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…
3y analysis · Full analysis span regression · 6 months rolling