-69.6%
CITR vs SPY
+11.7%
-81.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.1% |
| 7D | +1.7% | +3.3% | -1.6% | -1.0% |
| 30D | -14.0% | -2.7% | -11.3% | -12.2% |
| 3M | -59.6% | -1.7% | -57.8% | -59.0% |
| 6M | -65.0% | +3.1% | -68.1% | -65.6% |
| YTD | -70.4% | +11.9% | -82.3% | -70.6% |
| All | -69.6% | +11.7% | -81.2% | -69.8% |
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 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