+52.0%
CTNM vs SPY
+20.8%
+31.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.5% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | +9.4% | +0.1% | +9.3% | +9.4% |
| 3M | +35.3% | +2.0% | +33.3% | +32.2% |
| 6M | +12.4% | +13.0% | -0.6% | -0.4% |
| YTD | +46.1% | +13.5% | +32.6% | +28.8% |
| 1Y | +52.0% | +20.0% | +32.0% | +40.9% |
| All | +52.0% | +20.8% | +31.1% | +40.9% |
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