-40.7%
CRDF vs SPY
+17.2%
-57.9%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.2% | -0.6% | +15.8% | +16.4% |
| 7D | +12.0% | -2.0% | +14.0% | +16.5% |
| 30D | +15.2% | -1.7% | +16.9% | +18.8% |
| 3M | -18.2% | +4.7% | -23.0% | -27.3% |
| 6M | -40.1% | +12.5% | -52.6% | -54.0% |
| YTD | -56.9% | +11.7% | -68.7% | -66.6% |
| 1Y | -40.7% | +17.5% | -58.2% | -57.9% |
| All | -40.7% | +17.2% | -57.9% | -57.9% |
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 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