-95.0%
CRE vs SPY
+21.1%
-116.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.4% | -9.2% | -9.7% |
| 7D | +5.6% | +2.6% | +3.0% | +6.2% |
| 30D | -1.3% | -2.0% | +0.7% | -1.8% |
| 3M | -4.7% | -2.8% | -1.9% | -5.7% |
| 6M | +9.5% | +2.1% | +7.4% | +12.4% |
| YTD | -4.8% | +11.5% | -16.3% | +0.9% |
| 1Y | -53.7% | +13.5% | -67.1% | -51.4% |
| All | -95.0% | +21.1% | -116.1% | -94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling