+107.5%
CRAK vs SPY
+77.0%
+30.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.4% |
| 7D | +3.2% | -0.8% | +4.0% | +3.7% |
| 30D | +13.2% | -1.1% | +14.2% | +13.8% |
| 3M | +35.4% | +3.9% | +31.6% | +32.2% |
| 6M | +39.4% | +13.6% | +25.7% | +28.5% |
| YTD | +75.0% | +12.7% | +62.4% | +62.1% |
| 1Y | +84.3% | +17.5% | +66.8% | +65.8% |
| 3Y | +107.5% | +76.9% | +30.6% | +37.4% |
| All | +107.5% | +77.0% | +30.6% | +37.4% |
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