-35.9%
CITR vs SPY
+12.7%
-48.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.6% | -3.8% |
| 7D | -12.5% | +0.5% | -13.1% | -12.8% |
| 30D | -14.7% | -0.9% | -13.8% | -14.2% |
| 3M | -23.9% | +3.9% | -27.8% | -25.8% |
| 6M | -28.0% | +14.5% | -42.6% | -30.5% |
| YTD | -37.7% | +12.9% | -50.7% | -38.7% |
| All | -35.9% | +12.7% | -48.6% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling