+12.5%
CREX vs SPY
+78.0%
-65.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.4% | +4.0% | +3.4% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | -9.2% | -3.3% | -5.9% | -5.3% |
| 3M | -28.5% | -2.4% | -26.1% | -26.3% |
| 6M | -41.9% | +2.6% | -44.5% | -44.0% |
| YTD | -17.2% | +11.2% | -28.5% | -28.0% |
| 1Y | -22.9% | +13.4% | -36.2% | -34.6% |
| 3Y | +12.5% | +79.9% | -67.4% | -52.9% |
| All | +12.5% | +78.0% | -65.5% | -52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling