-76.3%
CRCA vs SPY
+20.8%
-97.1%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | +0.1% |
| 7D | +32.1% | +0.1% | +32.0% | +33.2% |
| 30D | +136.4% | +0.1% | +136.3% | +141.0% |
| 3M | -3.9% | +2.0% | -5.9% | -9.6% |
| 6M | -48.8% | +13.0% | -61.8% | -73.6% |
| YTD | -28.0% | +13.5% | -41.6% | -62.4% |
| 1Y | -76.3% | +20.0% | -96.3% | -93.7% |
| All | -76.3% | +20.8% | -97.1% | -93.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling