+662.4%
CROX vs SPY
+776.9%
-114.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.2% |
| 7D | -6.2% | -2.0% | -4.2% | -3.4% |
| 30D | -17.4% | -1.7% | -15.7% | -15.4% |
| 3M | -10.8% | +4.7% | -15.5% | -16.6% |
| 6M | +31.3% | +12.5% | +18.8% | +10.9% |
| YTD | +27.3% | +11.7% | +15.5% | +8.0% |
| 1Y | +34.1% | +17.5% | +16.6% | +5.7% |
| 3Y | +16.6% | +76.6% | -60.0% | -49.0% |
| 5Y | -24.5% | +82.0% | -106.5% | -66.1% |
| 10Y | +1,174.4% | +317.1% | +857.2% | +88.0% |
| All | +662.4% | +776.9% | -114.6% | -56.0% |
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