-35.2%
CITR vs SPY
+12.2%
-47.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.5% |
| 7D | -5.4% | -0.4% | -5.0% | -5.2% |
| 30D | -12.8% | -1.4% | -11.5% | -12.1% |
| 3M | -19.3% | +3.7% | -23.0% | -21.3% |
| 6M | -40.0% | +13.0% | -53.0% | -41.1% |
| YTD | -37.0% | +12.4% | -49.4% | -37.8% |
| All | -35.2% | +12.2% | -47.3% | -36.0% |
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 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