+342.7%
CRAK vs SPY
+322.5%
+20.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.6% |
| 7D | +3.2% | -0.8% | +4.0% | +3.9% |
| 30D | +13.2% | -1.1% | +14.2% | +14.0% |
| 3M | +35.4% | +3.9% | +31.6% | +31.0% |
| 6M | +39.4% | +13.6% | +25.7% | +24.8% |
| YTD | +75.0% | +12.7% | +62.4% | +57.6% |
| 1Y | +84.3% | +17.5% | +66.8% | +60.1% |
| 3Y | +107.5% | +76.9% | +30.6% | +26.1% |
| 5Y | +178.4% | +83.6% | +94.8% | +61.6% |
| All | +342.7% | +322.5% | +20.2% | +38.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling