-50.2%
CRTO vs SPY
+438.8%
-489.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.6% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | +3.3% | +0.1% | +3.3% | +3.4% |
| 3M | +1.9% | +2.0% | -0.1% | -0.4% |
| 6M | -7.7% | +13.0% | -20.8% | -19.1% |
| YTD | -14.5% | +13.5% | -28.1% | -25.4% |
| 1Y | -24.7% | +20.0% | -44.7% | -37.9% |
| 3Y | -40.6% | +77.2% | -117.7% | -67.0% |
| 5Y | -51.1% | +81.9% | -133.0% | -73.3% |
| 10Y | -54.4% | +314.1% | -368.4% | -89.7% |
| All | -50.2% | +438.8% | -489.1% | -90.8% |
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