-82.0%
CTMX vs SPY
+315.0%
-397.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.4% | -12.0% | -12.9% |
| 7D | -11.2% | +0.1% | -11.3% | -11.4% |
| 30D | -23.0% | -3.3% | -19.6% | -19.3% |
| 3M | -42.8% | -2.4% | -40.4% | -40.8% |
| 6M | -50.3% | +2.6% | -52.8% | -52.0% |
| YTD | -53.5% | +11.2% | -64.8% | -59.6% |
| 1Y | -45.3% | +13.4% | -58.7% | -53.6% |
| 3Y | +65.0% | +79.9% | -14.9% | -22.9% |
| 5Y | -71.7% | +72.2% | -143.9% | -86.2% |
| 10Y | -82.0% | +307.3% | -389.3% | -97.7% |
| All | -82.0% | +315.0% | -397.0% | -97.7% |
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