-49.0%
CRDX vs SPY
+16.9%
-65.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.1% | -3.2% |
| 7D | +16.2% | -0.4% | +16.6% | +19.4% |
| 30D | +15.9% | -1.4% | +17.2% | +25.2% |
| 3M | +25.3% | +3.7% | +21.6% | +8.0% |
| All | -49.0% | +16.9% | -65.9% | -66.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling