-31.8%
CRT vs SPY
+77.0%
-108.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +3.0% | +3.6% |
| 7D | +6.8% | -0.8% | +7.6% | +7.1% |
| 30D | +16.7% | -1.1% | +17.8% | +17.0% |
| 3M | +10.2% | +3.9% | +6.4% | +8.7% |
| 6M | +23.1% | +13.6% | +9.5% | +17.6% |
| YTD | +52.7% | +12.7% | +40.1% | +46.2% |
| 1Y | +56.1% | +17.5% | +38.6% | +46.4% |
| 3Y | -31.8% | +76.9% | -108.7% | -48.4% |
| All | -31.8% | +77.0% | -108.8% | -48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling