+344.8%
CRAK vs SPY
+344.9%
0.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.3% |
| 7D | +3.7% | +0.5% | +3.2% | +3.3% |
| 30D | +18.3% | -0.9% | +19.2% | +19.1% |
| 3M | +33.2% | +3.9% | +29.3% | +28.7% |
| 6M | +38.4% | +14.5% | +23.9% | +22.9% |
| YTD | +72.7% | +12.9% | +59.8% | +55.1% |
| 1Y | +83.7% | +19.4% | +64.4% | +57.2% |
| 3Y | +106.5% | +78.5% | +28.0% | +23.9% |
| 5Y | +172.0% | +81.8% | +90.2% | +58.5% |
| 10Y | +336.0% | +311.5% | +24.4% | +22.7% |
| All | +344.8% | +344.9% | 0.0% | +13.6% |
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