+2,338.2%
CTBI vs SPY
+3,074.3%
-736.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.5% |
| 7D | +1.8% | +0.5% | +1.2% | +1.3% |
| 30D | -0.9% | -0.9% | 0.0% | -0.2% |
| 3M | +13.7% | +3.9% | +9.8% | +9.9% |
| 6M | +31.2% | +14.5% | +16.7% | +17.1% |
| YTD | +38.7% | +12.9% | +25.7% | +25.3% |
| 1Y | +37.3% | +19.4% | +18.0% | +18.5% |
| 3Y | +142.2% | +78.5% | +63.7% | +50.7% |
| 5Y | +132.3% | +81.8% | +50.5% | +39.5% |
| 10Y | +199.9% | +311.5% | -111.6% | -4.6% |
| All | +2,338.2% | +3,074.3% | -736.0% | +207.7% |
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