-47.9%
CTM vs SPY
+131.7%
-179.6%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +4.0% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | -20.5% | +0.1% | -20.5% | -20.6% |
| 3M | -17.9% | +2.0% | -19.9% | -19.3% |
| 6M | -34.3% | +13.0% | -47.3% | -40.7% |
| YTD | -30.8% | +13.5% | -44.3% | -37.6% |
| 1Y | -42.1% | +20.0% | -62.1% | -49.6% |
| 3Y | +99.7% | +77.2% | +22.5% | +54.9% |
| All | -47.9% | +131.7% | -179.6% | -51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling