+81.7%
SPY vs CRS
+1,446.1%
-1,364.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | -0.4% | -0.5% | +0.2% | -0.3% |
| 30D | -1.4% | -18.1% | +16.7% | +2.4% |
| 3M | +3.7% | -12.4% | +16.1% | +5.9% |
| 6M | +13.0% | +15.9% | -2.9% | +8.7% |
| YTD | +12.4% | +45.8% | -33.4% | +2.9% |
| 1Y | +18.5% | +87.8% | -69.2% | +2.1% |
| 3Y | +77.6% | +648.7% | -571.1% | +10.7% |
| 5Y | +81.7% | +1,416.6% | -1,334.9% | -5.9% |
| All | +81.7% | +1,446.1% | -1,364.4% | -5.9% |
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