-72.7%
CTMX vs SPY
+312.5%
-385.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.4% |
| 7D | -4.8% | -0.4% | -4.5% | -4.4% |
| 30D | +2.9% | -1.4% | +4.3% | +4.9% |
| 3M | +18.8% | +3.7% | +15.1% | +12.8% |
| 6M | -29.6% | +13.0% | -42.6% | -40.6% |
| YTD | -16.9% | +12.4% | -29.3% | -28.9% |
| 1Y | +69.4% | +18.5% | +50.8% | +35.1% |
| 3Y | +154.7% | +77.6% | +77.0% | +21.1% |
| 5Y | -31.5% | +81.7% | -113.2% | -69.1% |
| 10Y | -72.7% | +319.7% | -392.4% | -96.3% |
| All | -72.7% | +312.5% | -385.3% | -96.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling