-90.3%
CRCG vs SPY
+20.2%
-110.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.6% | -5.4% | -2.3% |
| 7D | -24.1% | -2.0% | -22.1% | -13.6% |
| 30D | +47.4% | -1.7% | +49.1% | +67.9% |
| 3M | +1.1% | +4.7% | -3.6% | -22.3% |
| 6M | -67.4% | +12.5% | -79.9% | -83.1% |
| YTD | -42.1% | +11.7% | -53.8% | -66.4% |
| 1Y | -79.1% | +17.5% | -96.6% | -91.2% |
| All | -90.3% | +20.2% | -110.5% | -96.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling