-40.2%
CRDF vs SPY
+78.7%
-118.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +1.8% |
| 7D | +6.8% | +0.5% | +6.2% | +5.9% |
| 30D | +11.1% | -0.9% | +12.1% | +12.6% |
| 3M | -26.7% | +3.9% | -30.6% | -31.1% |
| 6M | -41.5% | +14.5% | -56.0% | -52.2% |
| YTD | -60.9% | +12.9% | -73.8% | -67.3% |
| 1Y | -50.7% | +19.4% | -70.0% | -61.6% |
| 3Y | -40.2% | +78.5% | -118.7% | -72.6% |
| All | -40.2% | +78.7% | -118.9% | -72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling