-58.5%
CRON vs SPY
+210.4%
-268.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.8% |
| 7D | -3.1% | -2.0% | -1.1% | -0.8% |
| 30D | +2.6% | -1.7% | +4.2% | +4.5% |
| 3M | +15.3% | +4.7% | +10.6% | +8.6% |
| 6M | +25.4% | +12.5% | +12.9% | +8.9% |
| YTD | +20.2% | +11.7% | +8.4% | +5.1% |
| 1Y | +24.9% | +17.5% | +7.4% | +3.0% |
| 3Y | +43.6% | +76.6% | -32.9% | -29.2% |
| 5Y | -48.5% | +82.0% | -130.5% | -74.8% |
| All | -58.5% | +210.4% | -268.9% | -88.7% |
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