-95.3%
CRE vs SPY
+20.8%
-116.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.1% |
| 7D | -0.4% | +0.1% | -0.5% | -0.1% |
| 30D | -13.1% | -3.3% | -9.8% | -14.0% |
| 3M | -6.4% | -2.4% | -4.0% | -7.2% |
| 6M | -11.6% | +2.6% | -14.1% | -9.0% |
| YTD | -10.4% | +11.2% | -21.6% | -5.0% |
| 1Y | -52.4% | +13.4% | -65.8% | -50.1% |
| All | -95.3% | +20.8% | -116.1% | -94.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling