-78.1%
CTKB vs SPY
+67.0%
-145.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.4% | -3.8% | -2.1% |
| 7D | -14.3% | -4.7% | -9.6% | -8.2% |
| 30D | +0.4% | -5.9% | +6.3% | +9.4% |
| 3M | +29.2% | -4.5% | +33.7% | +37.9% |
| 6M | +13.0% | +1.8% | +11.2% | +9.4% |
| YTD | +6.9% | +8.3% | -1.4% | -5.0% |
| 1Y | +34.7% | +9.3% | +25.3% | +17.9% |
| 3Y | +23.0% | +74.9% | -51.8% | -44.2% |
| 5Y | -78.1% | +67.3% | -145.4% | -89.1% |
| All | -78.1% | +67.0% | -145.1% | -89.1% |
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 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