+136.5%
CTO vs SPY
+309.9%
-173.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.7% |
| 7D | -0.1% | -0.9% | +0.8% | +0.3% |
| 30D | -1.5% | -2.4% | +0.8% | -0.2% |
| 3M | -3.6% | -1.2% | -2.4% | -3.1% |
| 6M | +4.6% | +3.3% | +1.3% | +1.7% |
| YTD | +17.4% | +12.3% | +5.1% | +7.9% |
| 1Y | +25.4% | +12.4% | +13.0% | +15.0% |
| 3Y | +59.6% | +78.8% | -19.2% | +4.9% |
| 5Y | +62.5% | +75.2% | -12.7% | +7.3% |
| All | +136.5% | +309.9% | -173.5% | -23.6% |
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