-87.5%
CRCG vs SPY
+22.2%
-109.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | +0.1% |
| 7D | +32.4% | +0.1% | +32.2% | +33.4% |
| 30D | +137.0% | +0.1% | +137.0% | +141.6% |
| 3M | -3.0% | +2.0% | -4.9% | -9.0% |
| 6M | -47.7% | +13.0% | -60.7% | -73.2% |
| YTD | -25.4% | +13.5% | -39.0% | -61.0% |
| 1Y | -74.8% | +20.0% | -94.7% | -90.7% |
| All | -87.5% | +22.2% | -109.6% | -95.9% |
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