-68.6%
CTMX vs SPY
+67.4%
-136.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +1.9% |
| 7D | -6.4% | -2.7% | -3.7% | -2.4% |
| 30D | -14.1% | -5.4% | -8.7% | -6.9% |
| 3M | -35.0% | -4.1% | -30.9% | -30.8% |
| 6M | -47.0% | +0.7% | -47.7% | -47.3% |
| YTD | -48.6% | +8.7% | -57.3% | -53.6% |
| 1Y | -47.7% | +10.9% | -58.6% | -53.9% |
| 3Y | +72.4% | +75.0% | -2.6% | -7.2% |
| All | -68.6% | +67.4% | -136.0% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling