+1,189.9%
CROX vs SPY
+322.5%
+867.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.5% | +2.1% |
| 7D | -4.3% | -0.8% | -3.5% | -3.1% |
| 30D | -13.9% | -1.1% | -12.8% | -12.5% |
| 3M | -10.6% | +3.9% | -14.5% | -15.6% |
| 6M | +39.9% | +13.6% | +26.3% | +16.0% |
| YTD | +31.5% | +12.7% | +18.9% | +9.8% |
| 1Y | +38.9% | +17.5% | +21.4% | +8.8% |
| 3Y | +21.3% | +76.9% | -55.6% | -49.0% |
| 5Y | -21.9% | +83.6% | -105.5% | -66.9% |
| All | +1,189.9% | +322.5% | +867.5% | +95.1% |
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