+307.8%
SPY vs CRS
+790.4%
-482.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.2% |
| 7D | +2.6% | +4.8% | -2.2% | +1.5% |
| 30D | -2.0% | -23.2% | +21.2% | +2.8% |
| 3M | -2.8% | -45.5% | +42.7% | +9.5% |
| 6M | +2.1% | -33.1% | +35.3% | +9.5% |
| YTD | +11.5% | -7.2% | +18.7% | +10.3% |
| 1Y | +13.5% | -10.0% | +23.5% | +12.9% |
| 3Y | +77.7% | +332.3% | -254.6% | +19.5% |
| 5Y | +72.6% | +801.9% | -729.3% | -5.8% |
| All | +307.8% | +790.4% | -482.6% | +101.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling