+99.7%
CTGO vs SPY
+709.8%
-610.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.7% |
| 7D | +2.6% | +0.1% | +2.5% | +2.6% |
| 30D | +8.6% | +0.1% | +8.6% | +8.6% |
| 3M | +5.7% | +2.0% | +3.7% | +5.4% |
| 6M | -30.9% | +13.0% | -43.9% | -32.5% |
| YTD | -25.1% | +13.5% | -38.7% | -26.9% |
| 1Y | -7.6% | +20.0% | -27.5% | -10.6% |
| 3Y | +6.4% | +77.2% | -70.8% | -2.1% |
| 5Y | +9.5% | +81.9% | -72.4% | +0.4% |
| 10Y | -10.1% | +314.1% | -324.2% | -20.5% |
| All | +99.7% | +709.8% | -610.1% | +54.2% |
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 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