+2.0%
CTOS vs SPY
+240.0%
-238.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -2.9% |
| 7D | +7.2% | +2.6% | +4.6% | +4.7% |
| 30D | +7.6% | -2.0% | +9.6% | +10.1% |
| 3M | -2.5% | -2.8% | +0.2% | +0.5% |
| 6M | +0.8% | +2.1% | -1.3% | -0.7% |
| YTD | +73.6% | +11.5% | +62.1% | +58.2% |
| 1Y | +71.2% | +13.5% | +57.8% | +53.9% |
| 3Y | +105.8% | +77.7% | +28.1% | +30.8% |
| 5Y | -9.7% | +72.6% | -82.3% | -41.4% |
| All | +2.0% | +240.0% | -238.0% | -49.7% |
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