+63.3%
CRESY vs SPY
+1,508.4%
-1,445.1%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -4.4% |
| 7D | +0.6% | -0.8% | +1.3% | +1.1% |
| 30D | +13.5% | -1.1% | +14.5% | +14.3% |
| 3M | -4.5% | +3.9% | -8.3% | -7.3% |
| 6M | +3.6% | +13.6% | -10.0% | -6.1% |
| YTD | -3.9% | +12.7% | -16.6% | -12.2% |
| 1Y | +48.5% | +17.5% | +31.0% | +31.8% |
| 3Y | +140.0% | +76.9% | +63.1% | +57.1% |
| 5Y | +238.2% | +83.6% | +154.6% | +117.9% |
| 10Y | +6.9% | +320.7% | -313.8% | -60.4% |
| All | +63.3% | +1,508.4% | -1,445.1% | -70.5% |
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