+318.0%
SPYM vs CRS
+1,392.1%
-1,074.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +2.0% | +1.1% |
| 7D | -0.8% | -6.8% | +6.0% | +0.7% |
| 30D | -1.1% | -16.1% | +15.1% | +2.5% |
| 3M | +3.9% | -21.2% | +25.1% | +8.7% |
| 6M | +13.6% | +8.7% | +4.9% | +10.4% |
| YTD | +12.7% | +41.0% | -28.2% | +3.1% |
| 1Y | +17.6% | +82.7% | -65.1% | +0.7% |
| 3Y | +77.2% | +604.8% | -527.5% | +8.6% |
| 5Y | +84.1% | +1,384.7% | -1,300.6% | -8.3% |
| All | +318.0% | +1,392.1% | -1,074.0% | +89.5% |
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