-100.0%
CTNT vs SPY
+74.3%
-174.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.6% |
| 7D | -1.6% | +0.5% | -2.1% | -2.3% |
| 30D | -35.2% | -0.9% | -34.3% | -34.5% |
| 3M | -30.6% | +3.9% | -34.4% | -33.5% |
| 6M | -99.6% | +14.5% | -114.1% | -99.7% |
| YTD | -99.5% | +12.9% | -112.4% | -99.6% |
| 1Y | -99.6% | +19.4% | -119.0% | -99.7% |
| 3Y | -100.0% | +78.5% | -178.4% | -100.0% |
| All | -100.0% | +74.3% | -174.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling