+96.6%
CRK vs SPY
+322.5%
-225.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -3.5% |
| 7D | -3.1% | -0.8% | -2.4% | -2.5% |
| 30D | +6.2% | -1.1% | +7.2% | +7.0% |
| 3M | +12.2% | +3.9% | +8.4% | +7.5% |
| 6M | -26.6% | +13.6% | -40.2% | -36.5% |
| YTD | -36.2% | +12.7% | -48.9% | -44.5% |
| 1Y | -7.6% | +17.5% | -25.1% | -23.0% |
| 3Y | +26.9% | +76.9% | -50.0% | -30.0% |
| 5Y | +94.4% | +83.6% | +10.8% | +4.4% |
| All | +96.6% | +322.5% | -225.8% | -55.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling