-50.2%
CRTO vs SPY
+312.5%
-362.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.2% |
| 7D | -4.7% | -0.4% | -4.3% | -4.4% |
| 30D | -2.8% | -1.4% | -1.5% | -1.5% |
| 3M | +2.3% | +3.7% | -1.4% | -1.4% |
| 6M | -7.5% | +13.0% | -20.5% | -18.3% |
| YTD | -15.4% | +12.4% | -27.8% | -25.0% |
| 1Y | -24.6% | +18.5% | -43.1% | -36.6% |
| 3Y | -39.4% | +77.6% | -117.0% | -65.5% |
| 5Y | -51.5% | +81.7% | -133.2% | -72.8% |
| 10Y | -50.2% | +319.7% | -369.9% | -86.5% |
| All | -50.2% | +312.5% | -362.7% | -86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling