-99.9%
CREX vs SPY
+670.6%
-770.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.6% |
| 7D | -1.9% | -0.6% | -1.3% | -1.3% |
| 30D | -10.9% | -3.7% | -7.2% | -8.4% |
| 3M | -29.1% | -2.7% | -26.3% | -27.6% |
| 6M | -43.0% | +2.2% | -45.2% | -43.9% |
| YTD | -18.8% | +10.8% | -29.6% | -24.4% |
| 1Y | -24.3% | +11.2% | -35.5% | -29.7% |
| 3Y | +2.9% | +76.5% | -73.6% | -29.6% |
| 5Y | -53.8% | +72.9% | -126.8% | -67.8% |
| 10Y | -85.3% | +304.8% | -390.1% | -94.3% |
| All | -99.9% | +670.6% | -770.5% | -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