-99.9%
CREX vs SPY
+689.4%
-789.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +5.0% |
| 7D | -5.6% | +0.1% | -5.7% | -5.8% |
| 30D | -11.8% | +0.1% | -11.9% | -11.8% |
| 3M | -33.3% | +2.0% | -35.2% | -34.2% |
| 6M | -28.6% | +13.0% | -41.7% | -34.8% |
| YTD | +3.1% | +13.5% | -10.5% | -5.8% |
| 1Y | +15.5% | +20.0% | -4.5% | +1.6% |
| 3Y | +37.9% | +77.2% | -39.2% | -6.1% |
| 5Y | -37.7% | +81.9% | -119.6% | -58.0% |
| 10Y | -85.1% | +314.1% | -399.1% | -94.4% |
| All | -99.9% | +689.4% | -789.3% | -100.0% |
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