+504.8%
CRF vs SPY
+3,059.5%
-2,554.7%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | -0.6% | -0.4% | -0.3% | -0.4% |
| 30D | -10.4% | -1.4% | -9.1% | -9.8% |
| 3M | -7.0% | +3.7% | -10.7% | -8.8% |
| 6M | -2.0% | +13.0% | -15.0% | -8.1% |
| YTD | -9.7% | +12.4% | -22.1% | -15.1% |
| 1Y | -3.3% | +18.5% | -21.8% | -11.6% |
| 3Y | +33.6% | +77.6% | -44.0% | -0.9% |
| 5Y | +22.3% | +81.7% | -59.3% | -10.7% |
| 10Y | +158.2% | +319.7% | -161.4% | +30.0% |
| All | +504.8% | +3,059.5% | -2,554.7% | +94.0% |
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