+78.3%
SPY vs CRS
+355.6%
-277.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | -0.1% |
| 7D | +3.3% | +7.4% | -4.1% | +2.1% |
| 30D | -2.7% | -21.2% | +18.5% | +0.5% |
| 3M | -1.7% | -43.3% | +41.5% | +6.9% |
| 6M | +3.1% | -29.4% | +32.5% | +7.7% |
| YTD | +11.9% | -4.7% | +16.6% | +10.4% |
| 1Y | +12.0% | -9.6% | +21.6% | +11.4% |
| All | +78.3% | +355.6% | -277.3% | +40.4% |
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