+13.1%
CTGO vs SPY
+78.7%
-65.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.8% |
| 7D | +6.4% | +0.5% | +5.8% | +5.8% |
| 30D | +2.8% | -0.9% | +3.7% | +3.9% |
| 3M | +22.1% | +3.9% | +18.2% | +17.7% |
| 6M | -25.1% | +14.5% | -39.6% | -33.3% |
| YTD | -24.3% | +12.9% | -37.2% | -31.8% |
| 1Y | -8.6% | +19.4% | -28.0% | -21.2% |
| 3Y | +13.1% | +78.5% | -65.3% | -29.5% |
| All | +13.1% | +78.7% | -65.6% | -29.5% |
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 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