+729.0%
CRAI vs SPY
+1,011.6%
-282.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.1% |
| 7D | -3.2% | -0.4% | -2.8% | -2.9% |
| 30D | -1.5% | -1.4% | -0.1% | -0.4% |
| 3M | +11.9% | +3.7% | +8.2% | +8.1% |
| 6M | -3.4% | +13.0% | -16.4% | -13.1% |
| YTD | -16.7% | +12.4% | -29.1% | -24.7% |
| 1Y | -14.7% | +18.5% | -33.2% | -26.2% |
| 3Y | +58.1% | +77.6% | -19.5% | -1.5% |
| 5Y | +93.0% | +81.7% | +11.3% | +16.8% |
| 10Y | +614.8% | +319.7% | +295.1% | +126.3% |
| All | +729.0% | +1,011.6% | -282.6% | +49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling