-47.5%
CTM vs SPY
+130.4%
-177.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.3% |
| 7D | +10.5% | +0.5% | +10.0% | +10.0% |
| 30D | +2.4% | -0.9% | +3.4% | +3.5% |
| 3M | -11.8% | +3.9% | -15.6% | -14.8% |
| 6M | -30.0% | +14.5% | -44.5% | -37.4% |
| YTD | -30.2% | +12.9% | -43.2% | -36.7% |
| 1Y | -44.2% | +19.4% | -63.6% | -51.2% |
| 3Y | +96.9% | +78.5% | +18.4% | +54.7% |
| All | -47.5% | +130.4% | -177.9% | -50.5% |
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