-33.0%
CTKB vs SPY
+77.4%
-110.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.4% |
| 6M | +6.6% | +13.0% | -6.4% | -10.4% |
| YTD | -6.9% | +13.5% | -20.5% | -22.1% |
| 1Y | +18.1% | +20.0% | -1.9% | -8.6% |
| All | -33.0% | +77.4% | -110.3% | -73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling