-32.7%
CITR vs SPY
+13.8%
-46.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.5% |
| 7D | -12.9% | +0.3% | -13.1% | -13.0% |
| 30D | -2.8% | +0.2% | -3.0% | -2.9% |
| 3M | -22.4% | +2.8% | -25.1% | -24.1% |
| 6M | -24.6% | +14.3% | -38.8% | -26.6% |
| YTD | -34.7% | +14.0% | -48.6% | -36.1% |
| All | -32.7% | +13.8% | -46.5% | -34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling