+2.2%
CTOS vs SPY
+239.3%
-237.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.4% | +5.0% | +5.1% |
| 7D | -5.7% | +0.1% | -5.8% | -5.6% |
| 30D | +8.3% | -3.3% | +11.6% | +12.2% |
| 3M | -3.8% | -2.4% | -1.4% | -1.3% |
| 6M | +3.3% | +2.6% | +0.7% | +1.4% |
| YTD | +74.0% | +11.2% | +62.7% | +58.8% |
| 1Y | +74.0% | +13.4% | +60.6% | +56.4% |
| 3Y | +112.7% | +79.9% | +32.8% | +34.0% |
| 5Y | -6.2% | +72.2% | -78.4% | -39.1% |
| All | +2.2% | +239.3% | -237.0% | -49.5% |
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