-100.0%
CRDF vs SPY
+940.0%
-1,039.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -8.7% | +2.6% | -11.3% | -10.2% |
| 30D | -24.7% | -2.0% | -22.8% | -23.6% |
| 3M | -25.5% | -2.8% | -22.7% | -24.1% |
| 6M | -56.8% | +2.1% | -58.9% | -57.2% |
| YTD | -74.0% | +11.5% | -85.5% | -75.5% |
| 1Y | -66.0% | +13.5% | -79.5% | -68.2% |
| 3Y | -29.1% | +77.7% | -106.8% | -47.2% |
| 5Y | -86.8% | +72.6% | -159.4% | -89.7% |
| 10Y | -99.7% | +308.2% | -407.8% | -99.8% |
| All | -100.0% | +940.0% | -1,039.9% | -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