-99.9%
CRDF vs SPY
+959.1%
-1,059.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.2% |
| 7D | +16.0% | +0.1% | +15.8% | +15.9% |
| 30D | +13.5% | +0.1% | +13.5% | +13.5% |
| 3M | -29.7% | +2.0% | -31.7% | -30.5% |
| 6M | -44.9% | +13.0% | -58.0% | -48.6% |
| YTD | -61.2% | +13.5% | -74.8% | -63.9% |
| 1Y | -48.8% | +20.0% | -68.8% | -53.6% |
| 3Y | -41.1% | +77.2% | -118.3% | -56.1% |
| 5Y | -85.6% | +81.9% | -167.5% | -89.1% |
| 10Y | -99.7% | +314.1% | -413.8% | -99.8% |
| All | -99.9% | +959.1% | -1,059.1% | -100.0% |
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