-100.0%
CTNT vs SPY
+73.4%
-173.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -0.5% | -10.7% | -10.6% |
| 7D | -12.6% | -0.4% | -12.2% | -12.2% |
| 30D | -41.6% | -1.4% | -40.2% | -40.5% |
| 3M | -42.2% | +3.7% | -45.9% | -44.5% |
| 6M | -99.6% | +13.0% | -112.6% | -99.7% |
| YTD | -99.5% | +12.4% | -111.9% | -99.6% |
| 1Y | -99.7% | +18.5% | -118.2% | -99.8% |
| 3Y | -100.0% | +77.6% | -177.6% | -100.0% |
| All | -100.0% | +73.4% | -173.4% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling