-95.2%
CRE vs SPY
+20.4%
-115.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.5% |
| 7D | -3.8% | -0.6% | -3.2% | -3.7% |
| 30D | -10.8% | -3.7% | -7.2% | -11.8% |
| 3M | -11.1% | -2.7% | -8.4% | -11.9% |
| 6M | -9.3% | +2.2% | -11.4% | -6.7% |
| YTD | -8.0% | +10.8% | -18.8% | -2.6% |
| 1Y | -48.2% | +11.2% | -59.4% | -45.4% |
| All | -95.2% | +20.4% | -115.5% | -94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling