-1.7%
CTNM vs SPY
+52.2%
-53.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.6% | -4.6% |
| 7D | -12.2% | -0.4% | -11.8% | -11.9% |
| 30D | +4.5% | -1.4% | +5.9% | +5.8% |
| 3M | +32.5% | +3.7% | +28.8% | +29.1% |
| 6M | +11.8% | +13.0% | -1.2% | +2.7% |
| YTD | +32.5% | +12.4% | +20.1% | +22.0% |
| 1Y | +20.9% | +18.5% | +2.4% | +7.5% |
| All | -1.7% | +52.2% | -53.9% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling