-69.3%
CTM vs SPY
+12.3%
-81.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.4% | -5.4% |
| 7D | -21.2% | +0.1% | -21.3% | -21.9% |
| 30D | -39.8% | -3.3% | -36.5% | -35.7% |
| 3M | -39.0% | -2.4% | -36.6% | -36.0% |
| 6M | -50.2% | +2.6% | -52.8% | -53.1% |
| YTD | -58.5% | +11.2% | -69.7% | -67.6% |
| All | -69.3% | +12.3% | -81.6% | -75.9% |
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 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