-79.9%
CREX vs SPY
+312.5%
-392.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.5% |
| 7D | +3.0% | -0.4% | +3.4% | +3.3% |
| 30D | -9.0% | -1.4% | -7.7% | -8.0% |
| 3M | -29.4% | +3.7% | -33.1% | -31.2% |
| 6M | -23.2% | +13.0% | -36.2% | -30.1% |
| YTD | +4.2% | +12.4% | -8.2% | -4.6% |
| 1Y | +19.8% | +18.5% | +1.3% | +5.6% |
| 3Y | +55.4% | +77.6% | -22.2% | +5.0% |
| 5Y | -35.7% | +81.7% | -117.4% | -57.1% |
| 10Y | -79.9% | +319.7% | -399.5% | -89.1% |
| All | -79.9% | +312.5% | -392.4% | -89.1% |
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