-71.2%
CITR vs SPY
+11.3%
-82.5%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.1% | -5.1% |
| 7D | -8.5% | +2.6% | -11.1% | -10.4% |
| 30D | -13.7% | -2.0% | -11.8% | -12.4% |
| 3M | -62.6% | -2.8% | -59.8% | -61.8% |
| 6M | -66.3% | +2.1% | -68.4% | -66.6% |
| YTD | -72.0% | +11.5% | -83.5% | -72.1% |
| All | -71.2% | +11.3% | -82.5% | -71.3% |
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