+209.0%
CRI vs SPY
+975.8%
-766.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.2% |
| 7D | +1.5% | -2.7% | +4.2% | +4.2% |
| 30D | -1.4% | -5.4% | +4.0% | +4.1% |
| 3M | -19.9% | -4.1% | -15.8% | -16.5% |
| 6M | -12.8% | +0.7% | -13.5% | -13.4% |
| YTD | +0.9% | +8.7% | -7.8% | -7.0% |
| 1Y | +6.1% | +10.9% | -4.7% | -4.0% |
| 3Y | -46.7% | +75.0% | -121.7% | -68.9% |
| 5Y | -62.4% | +67.8% | -130.2% | -77.0% |
| 10Y | -51.0% | +312.9% | -363.9% | -87.2% |
| All | +209.0% | +975.8% | -766.8% | -64.4% |
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 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