+134.7%
CR vs SPY
+75.5%
+59.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.2% |
| 7D | -2.7% | -2.0% | -0.7% | -0.1% |
| 30D | -10.3% | -1.7% | -8.7% | -8.4% |
| 3M | +1.1% | +4.7% | -3.7% | -4.6% |
| 6M | +4.3% | +12.5% | -8.2% | -10.1% |
| YTD | +7.5% | +11.7% | -4.2% | -6.6% |
| 1Y | +8.7% | +17.5% | -8.8% | -11.3% |
| All | +134.7% | +75.5% | +59.2% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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