-91.5%
CTOR vs SPY
+104.8%
-196.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.4% | +9.0% | +8.6% |
| 7D | +10.8% | +0.1% | +10.7% | +10.8% |
| 30D | +9.6% | +0.1% | +9.5% | +9.6% |
| 3M | +8.0% | +2.0% | +6.0% | +7.8% |
| 6M | -21.1% | +13.0% | -34.1% | -21.1% |
| YTD | -14.0% | +13.5% | -27.5% | -13.9% |
| 1Y | -54.0% | +20.0% | -74.0% | -52.8% |
| 3Y | -92.0% | +77.2% | -169.2% | -84.3% |
| All | -91.5% | +104.8% | -196.3% | -83.3% |
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 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