-4.8%
CTOS vs SPY
+231.4%
-236.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | 0.0% |
| 7D | -12.0% | -2.7% | -9.3% | -9.6% |
| 30D | -1.2% | -5.4% | +4.2% | +4.4% |
| 3M | -15.6% | -4.1% | -11.6% | -12.1% |
| 6M | -6.4% | +0.7% | -7.1% | -6.6% |
| YTD | +62.0% | +8.7% | +53.3% | +51.0% |
| 1Y | +60.9% | +10.9% | +50.0% | +47.6% |
| 3Y | +54.0% | +75.0% | -21.0% | -0.6% |
| 5Y | -11.5% | +67.8% | -79.3% | -41.2% |
| All | -4.8% | +231.4% | -236.2% | -52.0% |
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