-94.9%
CTOR vs SPY
+96.0%
-190.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.0% |
| 7D | -7.9% | -2.7% | -5.2% | -7.9% |
| 30D | -40.1% | -5.4% | -34.7% | -40.1% |
| 3M | -32.9% | -4.1% | -28.8% | -32.9% |
| 6M | -43.9% | +0.7% | -44.6% | -43.7% |
| YTD | -49.0% | +8.7% | -57.7% | -48.9% |
| 1Y | -64.6% | +10.9% | -75.5% | -64.2% |
| 3Y | -95.3% | +75.0% | -170.3% | -90.9% |
| All | -94.9% | +96.0% | -190.9% | -90.1% |
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