+8.4%
CTGO vs SPY
+81.0%
-72.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | +0.9% | -0.4% | +1.2% | +1.1% |
| 30D | +1.3% | -1.4% | +2.7% | +2.1% |
| 3M | +27.9% | +3.7% | +24.2% | +25.9% |
| 6M | -25.4% | +13.0% | -38.4% | -28.7% |
| YTD | -25.1% | +12.4% | -37.5% | -28.3% |
| 1Y | -8.1% | +18.5% | -26.7% | -13.4% |
| 3Y | +11.9% | +77.6% | -65.7% | -0.4% |
| 5Y | +8.4% | +81.7% | -73.3% | -7.5% |
| All | +8.4% | +81.0% | -72.6% | -7.5% |
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 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