-20.9%
CREX vs SPY
+14.6%
-35.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -1.8% |
| 7D | +2.9% | -0.7% | +3.6% | +3.6% |
| 30D | -12.9% | -1.0% | -11.9% | -11.9% |
| 3M | -30.5% | -0.3% | -30.2% | -30.3% |
| 6M | -43.6% | +7.3% | -50.9% | -48.8% |
| YTD | -17.2% | +13.3% | -30.6% | -29.4% |
| 1Y | -20.9% | +14.8% | -35.7% | -34.5% |
| All | -20.9% | +14.6% | -35.5% | -34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling