+1,396.6%
CTO vs SPY
+3,091.8%
-1,695.2%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -1.4% | +0.1% | -1.5% | -1.5% |
| 3M | +9.1% | +2.0% | +7.1% | +6.9% |
| 6M | +13.1% | +13.0% | 0.0% | +2.2% |
| YTD | +21.3% | +13.5% | +7.7% | +9.1% |
| 1Y | +34.5% | +20.0% | +14.6% | +15.7% |
| 3Y | +56.9% | +77.2% | -20.3% | -2.1% |
| 5Y | +69.9% | +81.9% | -12.0% | +2.1% |
| 10Y | +155.9% | +314.1% | -158.1% | -21.9% |
| All | +1,396.6% | +3,091.8% | -1,695.2% | +88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling