-53.7%
CRSH vs SPY
+55.3%
-109.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | -0.5% |
| 7D | -2.6% | -0.4% | -2.3% | -3.1% |
| 30D | -8.5% | -1.4% | -7.2% | -10.4% |
| 3M | +3.7% | +3.7% | 0.0% | +11.6% |
| 6M | -2.5% | +13.0% | -15.5% | +21.8% |
| YTD | +11.2% | +12.4% | -1.2% | +38.2% |
| 1Y | -7.6% | +18.5% | -26.1% | +27.0% |
| All | -53.7% | +55.3% | -109.0% | -3.1% |
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 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