-68.7%
CTKB vs SPY
+88.0%
-156.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -3.6% |
| 7D | -4.2% | -0.7% | -3.5% | -3.3% |
| 30D | -3.4% | -1.0% | -2.4% | -2.2% |
| 3M | +37.4% | -0.3% | +37.7% | +37.9% |
| 6M | +26.2% | +7.3% | +18.8% | +13.4% |
| YTD | +16.4% | +13.3% | +3.1% | -2.9% |
| 1Y | +50.4% | +14.8% | +35.6% | +23.1% |
| 3Y | +33.9% | +82.9% | -49.0% | -42.6% |
| 5Y | -75.8% | +75.6% | -151.4% | -88.7% |
| All | -68.7% | +88.0% | -156.6% | -86.1% |
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