-90.8%
CTOR vs SPY
+103.7%
-194.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.5% | +8.6% | +8.0% |
| 7D | +23.9% | +0.5% | +23.3% | +23.9% |
| 30D | +23.4% | -0.9% | +24.3% | +23.3% |
| 3M | +16.1% | +3.9% | +12.3% | +16.3% |
| 6M | -8.9% | +14.5% | -23.4% | -8.3% |
| YTD | -7.1% | +12.9% | -20.0% | -7.0% |
| 1Y | -49.5% | +19.4% | -68.9% | -48.2% |
| 3Y | -91.3% | +78.5% | -169.8% | -83.1% |
| All | -90.8% | +103.7% | -194.5% | -82.0% |
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