-94.7%
CRE vs SPY
+22.6%
-117.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.6% |
| 7D | -8.4% | +0.5% | -9.0% | -8.2% |
| 30D | +6.2% | -0.9% | +7.2% | +5.7% |
| 3M | +1.8% | +3.9% | -2.1% | +4.6% |
| 6M | -37.7% | +14.5% | -52.3% | -33.9% |
| YTD | +1.7% | +12.9% | -11.2% | +8.1% |
| 1Y | -60.8% | +19.4% | -80.2% | -56.7% |
| All | -94.7% | +22.6% | -117.3% | -93.6% |
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