+115.3%
SPOT vs CRS
+1,363.4%
-1,248.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | -3.1% | -6.8% | +3.7% | -1.5% |
| 30D | +7.4% | -16.1% | +23.5% | +11.7% |
| 3M | +8.2% | -21.2% | +29.3% | +13.5% |
| 6M | +2.2% | +8.7% | -6.5% | -2.5% |
| YTD | -9.5% | +41.0% | -50.4% | -20.6% |
| 1Y | -23.8% | +82.7% | -106.5% | -39.3% |
| 3Y | +233.5% | +604.8% | -371.3% | +65.6% |
| All | +115.3% | +1,363.4% | -1,248.1% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling