+3.5%
CTNM vs SPY
+52.9%
-49.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.0% | -4.1% |
| 7D | -3.7% | +0.5% | -4.2% | -4.1% |
| 30D | +6.0% | -0.9% | +6.9% | +6.9% |
| 3M | +38.2% | +3.9% | +34.4% | +34.4% |
| 6M | +14.8% | +14.5% | +0.3% | +4.5% |
| YTD | +39.5% | +12.9% | +26.5% | +27.9% |
| 1Y | +31.4% | +19.4% | +12.0% | +16.2% |
| All | +3.5% | +52.9% | -49.4% | -25.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling