-88.4%
CRCA vs SPY
+21.7%
-110.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.5% | -10.8% | -8.0% |
| 7D | +12.9% | +0.5% | +12.4% | +11.2% |
| 30D | +90.6% | -0.9% | +91.6% | +106.6% |
| 3M | +5.1% | +3.9% | +1.2% | -14.5% |
| 6M | -51.6% | +14.5% | -66.1% | -77.6% |
| YTD | -36.2% | +12.9% | -49.1% | -65.3% |
| 1Y | -76.9% | +19.4% | -96.2% | -91.1% |
| All | -88.4% | +21.7% | -110.1% | -96.1% |
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