-52.7%
CTMX vs SPY
+12.3%
-65.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.4% | -12.0% | -13.3% |
| 7D | -11.2% | +0.1% | -11.3% | -11.1% |
| 30D | -23.0% | -3.3% | -19.6% | -18.2% |
| 3M | -42.8% | -2.4% | -40.4% | -40.1% |
| 6M | -50.3% | +2.6% | -52.8% | -52.7% |
| YTD | -53.5% | +11.2% | -64.8% | -62.2% |
| All | -52.7% | +12.3% | -65.1% | -61.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling