-94.6%
CRE vs SPY
+23.3%
-117.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.2% |
| 7D | -27.6% | +0.1% | -27.7% | -27.6% |
| 30D | +9.5% | +0.1% | +9.4% | +9.5% |
| 3M | -11.8% | +2.0% | -13.8% | -9.8% |
| 6M | +3.7% | +13.0% | -9.3% | +11.0% |
| YTD | +2.1% | +13.5% | -11.5% | +8.8% |
| 1Y | -59.1% | +20.0% | -79.1% | -54.8% |
| All | -94.6% | +23.3% | -117.9% | -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 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