-32.9%
CTGO vs SPY
+74.6%
-107.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.3% | -6.4% | -5.8% |
| 7D | -5.2% | -0.9% | -4.3% | -4.7% |
| 30D | -12.0% | -2.4% | -9.7% | -10.8% |
| 3M | -27.6% | -1.2% | -26.4% | -26.9% |
| 6M | -46.3% | +3.3% | -49.6% | -46.7% |
| YTD | -45.4% | +12.3% | -57.7% | -47.4% |
| 1Y | -36.7% | +12.4% | -49.2% | -39.1% |
| 3Y | -23.4% | +78.8% | -102.2% | -30.6% |
| 5Y | -32.9% | +75.2% | -108.0% | -39.2% |
| All | -32.9% | +74.6% | -107.5% | -39.2% |
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