-62.5%
CTM vs SPY
+126.2%
-188.7%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -0.4% | +20.4% | +20.3% |
| 7D | -6.3% | -0.6% | -5.7% | -5.9% |
| 30D | -27.8% | -3.7% | -24.1% | -25.2% |
| 3M | -26.2% | -2.7% | -23.5% | -24.2% |
| 6M | -40.2% | +2.2% | -42.4% | -41.2% |
| YTD | -50.2% | +10.8% | -61.0% | -54.0% |
| 1Y | -63.1% | +11.2% | -74.4% | -66.1% |
| 3Y | +28.6% | +76.5% | -47.9% | +4.4% |
| All | -62.5% | +126.2% | -188.7% | -64.0% |
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 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