-75.9%
CRCT vs SPY
+82.3%
-158.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.1% | +2.1% |
| 7D | +1.4% | -0.8% | +2.2% | +2.2% |
| 30D | -4.4% | -1.1% | -3.4% | -3.4% |
| 3M | +28.6% | +3.9% | +24.8% | +23.9% |
| 6M | +42.0% | +13.6% | +28.4% | +25.4% |
| YTD | +18.6% | +12.7% | +5.9% | +5.6% |
| 1Y | -9.4% | +17.5% | -26.9% | -22.4% |
| 3Y | -22.6% | +76.9% | -99.5% | -55.1% |
| All | -75.9% | +82.3% | -158.1% | -86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling