+1,570.1%
CRT vs SPY
+3,040.6%
-1,470.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | +5.9% | -2.0% | +7.9% | +6.9% |
| 30D | +14.0% | -1.7% | +15.6% | +14.9% |
| 3M | +5.9% | +4.7% | +1.2% | +3.3% |
| 6M | +21.3% | +12.5% | +8.8% | +14.2% |
| YTD | +47.1% | +11.7% | +35.4% | +38.8% |
| 1Y | +49.6% | +17.5% | +32.1% | +37.6% |
| 3Y | -32.4% | +76.6% | -109.0% | -49.2% |
| 5Y | +42.8% | +82.0% | -39.2% | +5.3% |
| 10Y | +40.8% | +317.1% | -276.3% | -26.2% |
| All | +1,570.1% | +3,040.6% | -1,470.4% | +394.9% |
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