+5.9%
CTM vs SPY
+75.1%
-69.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +0.3% | -20.4% | -20.5% |
| 7D | -21.9% | -2.7% | -19.2% | -18.9% |
| 30D | -39.9% | -5.4% | -34.5% | -35.0% |
| 3M | -52.4% | -4.1% | -48.3% | -49.5% |
| 6M | -45.2% | +0.7% | -45.9% | -45.5% |
| YTD | -58.0% | +8.7% | -66.7% | -62.1% |
| 1Y | -67.0% | +10.9% | -77.9% | -71.0% |
| 3Y | +5.9% | +75.0% | -69.1% | -57.9% |
| All | +5.9% | +75.1% | -69.2% | -57.9% |
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 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