-65.3%
CRDU vs SPY
+16.8%
-82.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +2.0% | -2.7% |
| 7D | -9.3% | -0.8% | -8.5% | -4.3% |
| 30D | -67.4% | -1.1% | -66.4% | -65.2% |
| 3M | -73.0% | +3.9% | -76.8% | -76.8% |
| 6M | +8.7% | +13.6% | -4.9% | -41.8% |
| YTD | -41.8% | +12.7% | -54.5% | -67.5% |
| All | -65.3% | +16.8% | -82.1% | -83.8% |
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