-28.6%
CRCO vs SPY
+16.2%
-44.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | -1.7% |
| 7D | -9.7% | -0.8% | -9.0% | -7.9% |
| 30D | +19.9% | -1.1% | +21.0% | +23.5% |
| 3M | +7.3% | +3.9% | +3.4% | -2.1% |
| 6M | -17.6% | +13.6% | -31.2% | -39.4% |
| YTD | +13.2% | +12.7% | +0.5% | -14.1% |
| All | -28.6% | +16.2% | -44.9% | -49.4% |
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 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