+163.2%
CRWL vs SPY
+30.3%
+133.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -4.5% |
| 7D | -6.0% | -0.8% | -5.2% | -3.8% |
| 30D | -18.6% | -1.1% | -17.6% | -15.0% |
| 3M | +23.4% | +3.9% | +19.6% | +12.5% |
| 6M | +164.9% | +13.6% | +151.3% | +86.2% |
| YTD | +114.4% | +12.7% | +101.8% | +56.7% |
| 1Y | +127.0% | +17.5% | +109.5% | +48.9% |
| All | +163.2% | +30.3% | +133.0% | +56.2% |
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