+37.6%
CTOS vs SPY
+77.4%
-39.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.4% |
| 7D | -0.1% | +0.1% | -0.2% | -0.3% |
| 30D | -16.7% | +0.1% | -16.7% | -16.9% |
| 3M | -8.1% | +2.0% | -10.1% | -10.9% |
| 6M | +30.2% | +13.0% | +17.2% | +7.9% |
| YTD | +59.5% | +13.5% | +46.0% | +31.3% |
| 1Y | +49.4% | +20.0% | +29.5% | +13.8% |
| All | +37.6% | +77.4% | -39.8% | -38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling