-63.2%
CRDX vs SPY
+17.9%
-81.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.7% | +4.4% | -3.0% |
| 7D | -11.6% | -0.7% | -10.9% | -7.4% |
| 30D | -49.8% | -1.0% | -48.8% | -45.6% |
| 3M | -15.9% | -0.3% | -15.5% | -9.4% |
| 6M | -62.2% | +7.3% | -69.5% | -66.7% |
| All | -63.2% | +17.9% | -81.0% | -75.3% |
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