-28.3%
CRTO vs SPY
+78.0%
-106.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.4% | +5.4% | +5.6% |
| 7D | +11.0% | +0.1% | +10.9% | +10.8% |
| 30D | +5.6% | -3.3% | +8.9% | +8.8% |
| 3M | -9.6% | -2.4% | -7.2% | -7.7% |
| 6M | +0.7% | +2.6% | -1.8% | -2.0% |
| YTD | -19.4% | +11.2% | -30.6% | -28.1% |
| 1Y | -22.5% | +13.4% | -35.8% | -32.2% |
| 3Y | -28.3% | +79.9% | -108.2% | -59.0% |
| All | -28.3% | +78.0% | -106.3% | -59.0% |
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 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