+8.4%
CRESY vs SPY
+322.5%
-314.1%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -4.6% |
| 7D | +0.6% | -0.8% | +1.3% | +1.3% |
| 30D | +13.5% | -1.1% | +14.5% | +14.5% |
| 3M | -4.5% | +3.9% | -8.3% | -8.3% |
| 6M | +3.6% | +13.6% | -10.0% | -9.1% |
| YTD | -3.9% | +12.7% | -16.6% | -14.9% |
| 1Y | +48.5% | +17.5% | +31.0% | +26.6% |
| 3Y | +140.0% | +76.9% | +63.1% | +35.2% |
| 5Y | +238.2% | +83.6% | +154.6% | +84.5% |
| All | +8.4% | +322.5% | -314.1% | -73.7% |
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