+67.2%
CRTC vs SPY
+76.0%
-8.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +0.3% |
| 7D | -0.8% | -0.8% | 0.0% | 0.0% |
| 30D | -1.4% | -1.1% | -0.4% | -0.4% |
| 3M | +6.2% | +3.9% | +2.3% | +2.4% |
| 6M | +10.6% | +13.6% | -3.1% | -2.3% |
| YTD | +11.3% | +12.7% | -1.3% | -0.8% |
| 1Y | +13.8% | +17.5% | -3.7% | -2.5% |
| All | +67.2% | +76.0% | -8.8% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling