+311.2%
CRC vs SPY
+150.8%
+160.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.6% |
| 7D | +4.6% | +0.1% | +4.5% | +4.5% |
| 30D | +6.4% | +0.1% | +6.3% | +6.3% |
| 3M | -10.4% | +2.0% | -12.4% | -12.4% |
| 6M | -10.8% | +13.0% | -23.8% | -21.6% |
| YTD | +23.8% | +13.5% | +10.3% | +8.3% |
| 1Y | +8.3% | +20.0% | -11.7% | -10.6% |
| 3Y | +4.1% | +77.2% | -73.1% | -40.0% |
| 5Y | +67.8% | +81.9% | -14.0% | -4.8% |
| All | +311.2% | +150.8% | +160.4% | +75.7% |
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