-93.0%
CRCD vs SPY
+17.7%
-110.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | -0.8% |
| 7D | -36.6% | +0.1% | -36.7% | -34.5% |
| 30D | -70.5% | +0.1% | -70.6% | -69.3% |
| 3M | -59.1% | +2.0% | -61.1% | -50.5% |
| 6M | -76.4% | +13.0% | -89.4% | -44.5% |
| YTD | -95.1% | +13.5% | -108.7% | -85.3% |
| All | -93.0% | +17.7% | -110.7% | -69.9% |
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