+26.2%
CTKB vs SPY
+7.0%
+19.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -2.0% |
| 7D | -4.2% | -0.7% | -3.5% | -4.0% |
| 30D | -3.4% | -1.0% | -2.4% | -3.2% |
| 3M | +37.4% | -0.3% | +37.7% | +37.1% |
| 6M | +26.2% | +7.3% | +18.8% | +32.3% |
| All | +26.2% | +7.0% | +19.1% | +32.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling