+25.5%
CTNM vs SPY
+18.1%
+7.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | 0.0% |
| 7D | -11.3% | -0.8% | -10.5% | -10.3% |
| 30D | -1.1% | -1.1% | 0.0% | +0.4% |
| 3M | +25.0% | +3.9% | +21.1% | +19.9% |
| 6M | -1.1% | +13.6% | -14.7% | -12.1% |
| YTD | +29.7% | +12.7% | +17.0% | +15.2% |
| 1Y | +25.5% | +17.5% | +8.0% | +14.3% |
| All | +25.5% | +18.1% | +7.4% | +14.3% |
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