-91.7%
CRCD vs SPY
+16.6%
-108.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.6% | +3.3% |
| 7D | -19.1% | -0.4% | -18.7% | -18.4% |
| 30D | -60.7% | -1.4% | -59.3% | -62.4% |
| 3M | -59.6% | +3.7% | -63.3% | -46.4% |
| 6M | -67.2% | +13.0% | -80.2% | -22.6% |
| YTD | -94.2% | +12.4% | -106.6% | -83.6% |
| All | -91.7% | +16.6% | -108.3% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling