-29.8%
CREX vs SPY
+81.8%
-111.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.5% | +4.6% | +4.7% |
| 7D | -2.1% | +0.5% | -2.6% | -2.8% |
| 30D | -7.3% | -0.9% | -6.3% | -6.3% |
| 3M | -27.3% | +3.9% | -31.2% | -30.2% |
| 6M | -22.9% | +14.5% | -37.4% | -33.9% |
| YTD | +7.3% | +12.9% | -5.6% | -6.2% |
| 1Y | +21.2% | +19.4% | +1.9% | -0.1% |
| 3Y | +60.0% | +78.5% | -18.5% | -11.7% |
| 5Y | -29.8% | +81.8% | -111.6% | -61.4% |
| All | -29.8% | +81.8% | -111.6% | -61.4% |
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