-68.4%
CTM vs SPY
+121.8%
-190.2%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +0.3% | -20.4% | -20.3% |
| 7D | -21.9% | -2.7% | -19.2% | -19.8% |
| 30D | -39.9% | -5.4% | -34.5% | -36.6% |
| 3M | -52.4% | -4.1% | -48.3% | -50.4% |
| 6M | -45.2% | +0.7% | -45.9% | -45.2% |
| YTD | -58.0% | +8.7% | -66.7% | -60.5% |
| 1Y | -67.0% | +10.9% | -77.9% | -69.4% |
| 3Y | +5.9% | +75.0% | -69.1% | -12.3% |
| All | -68.4% | +121.8% | -190.2% | -69.0% |
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