-34.3%
CTGO vs SPY
+307.0%
-341.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.4% | -9.1% | -9.3% |
| 7D | -23.9% | +2.6% | -26.5% | -24.7% |
| 30D | -18.7% | -2.0% | -16.7% | -17.9% |
| 3M | -39.3% | -2.8% | -36.5% | -38.4% |
| 6M | -55.1% | +2.1% | -57.3% | -55.2% |
| YTD | -55.2% | +11.5% | -66.7% | -56.4% |
| 1Y | -48.9% | +13.5% | -62.4% | -50.5% |
| 3Y | -36.9% | +77.7% | -114.6% | -44.7% |
| 5Y | -46.2% | +72.6% | -118.8% | -52.5% |
| All | -34.3% | +307.0% | -341.3% | -30.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling