-99.7%
CRDF vs SPY
+307.0%
-406.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | -8.7% | +2.6% | -11.3% | -11.6% |
| 30D | -24.7% | -2.0% | -22.8% | -22.6% |
| 3M | -25.5% | -2.8% | -22.7% | -22.9% |
| 6M | -56.8% | +2.1% | -58.9% | -57.8% |
| YTD | -74.0% | +11.5% | -85.5% | -77.0% |
| 1Y | -66.0% | +13.5% | -79.5% | -70.4% |
| 3Y | -29.1% | +77.7% | -106.8% | -61.8% |
| 5Y | -86.8% | +72.6% | -159.4% | -92.3% |
| All | -99.7% | +307.0% | -406.7% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling