-74.9%
CTKB vs SPY
+88.3%
-163.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.5% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | +12.4% | +0.1% | +12.4% | +12.4% |
| 3M | +8.5% | +2.0% | +6.6% | +5.2% |
| 6M | +6.6% | +13.0% | -6.4% | -10.8% |
| YTD | -6.9% | +13.5% | -20.5% | -22.5% |
| 1Y | +18.1% | +20.0% | -1.9% | -9.0% |
| 3Y | -39.2% | +77.2% | -116.4% | -72.7% |
| 5Y | -80.6% | +81.9% | -162.5% | -91.2% |
| All | -74.9% | +88.3% | -163.3% | -88.9% |
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