-20.9%
CRCO vs SPY
+17.1%
-38.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | +0.3% |
| 7D | +12.4% | +0.1% | +12.3% | +12.4% |
| 30D | +43.5% | +0.1% | +43.4% | +43.6% |
| 3M | +10.1% | +2.0% | +8.1% | +6.1% |
| 6M | -1.3% | +13.0% | -14.4% | -25.9% |
| YTD | +25.4% | +13.5% | +11.9% | -6.7% |
| All | -20.9% | +17.1% | -38.1% | -45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling