+222.5%
CRESY vs SPY
+82.3%
+140.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.6% |
| 3M | -4.5% | +3.9% | -8.3% | -8.4% |
| 6M | +3.6% | +13.6% | -10.0% | -9.7% |
| YTD | -3.9% | +12.7% | -16.6% | -15.3% |
| 1Y | +48.5% | +17.5% | +31.0% | +25.8% |
| 3Y | +140.0% | +76.9% | +63.1% | +30.9% |
| All | +222.5% | +82.3% | +140.2% | +64.2% |
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