-55.1%
CRCT vs SPY
+109.3%
-164.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.1% |
| 7D | -5.7% | -0.4% | -5.4% | -5.4% |
| 30D | -8.0% | -1.4% | -6.6% | -6.8% |
| 3M | +26.3% | +3.7% | +22.6% | +21.8% |
| 6M | +35.8% | +13.0% | +22.8% | +20.8% |
| YTD | +14.5% | +12.4% | +2.1% | +2.5% |
| 1Y | -9.0% | +18.5% | -27.5% | -22.4% |
| 3Y | -24.8% | +77.6% | -102.4% | -56.0% |
| 5Y | -75.3% | +81.7% | -157.0% | -85.7% |
| All | -55.1% | +109.3% | -164.5% | -73.3% |
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