-47.8%
CTM vs SPY
+18.8%
-66.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -3.7% |
| 7D | +5.1% | -0.4% | +5.4% | +6.0% |
| 30D | -1.6% | -1.4% | -0.3% | +1.7% |
| 3M | -13.7% | +3.7% | -17.4% | -21.3% |
| 6M | -32.3% | +13.0% | -45.3% | -49.2% |
| YTD | -33.6% | +12.4% | -46.0% | -49.6% |
| 1Y | -47.8% | +18.5% | -66.4% | -64.3% |
| All | -47.8% | +18.8% | -66.6% | -64.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling