-20.6%
CRPT vs SPY
+85.2%
-105.8%
-88.3%
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% | -0.5% |
| 7D | -7.9% | -2.0% | -5.9% | -3.2% |
| 30D | +28.0% | -1.7% | +29.7% | +33.7% |
| 3M | +15.0% | +4.7% | +10.2% | +3.3% |
| 6M | +12.3% | +12.5% | -0.2% | -14.8% |
| YTD | -3.3% | +11.7% | -15.0% | -24.0% |
| 1Y | -30.8% | +17.5% | -48.3% | -51.4% |
| 3Y | +169.2% | +76.6% | +92.6% | -25.2% |
| All | -20.6% | +85.2% | -105.8% | -76.0% |
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