-94.5%
CTOR vs SPY
+100.6%
-195.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.4% | +5.5% | +7.8% |
| 7D | -7.4% | +0.1% | -7.5% | -7.4% |
| 30D | -34.5% | -3.3% | -31.2% | -34.6% |
| 3M | -27.0% | -2.4% | -24.5% | -27.0% |
| 6M | -39.4% | +2.6% | -41.9% | -39.3% |
| YTD | -45.0% | +11.2% | -56.2% | -44.9% |
| 1Y | -60.7% | +13.4% | -74.1% | -60.4% |
| 3Y | -95.0% | +79.9% | -174.9% | -90.2% |
| All | -94.5% | +100.6% | -195.2% | -89.3% |
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