+5.9%
CTOS vs SPY
+242.5%
-236.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.7% | +1.7% |
| 7D | +2.5% | -0.9% | +3.4% | +3.7% |
| 30D | +12.6% | -2.4% | +14.9% | +15.5% |
| 3M | -2.4% | -1.2% | -1.3% | -1.0% |
| 6M | +5.5% | +3.3% | +2.2% | +2.8% |
| YTD | +80.2% | +12.3% | +67.9% | +63.1% |
| 1Y | +73.9% | +12.4% | +61.4% | +57.5% |
| 3Y | +108.9% | +78.8% | +30.0% | +32.0% |
| 5Y | -8.0% | +75.2% | -83.1% | -41.0% |
| All | +5.9% | +242.5% | -236.6% | -48.2% |
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