+3.4%
CTOS vs SPY
+245.6%
-242.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.3% | -6.2% |
| 7D | -5.9% | -0.7% | -5.2% | -5.4% |
| 30D | +2.5% | -1.0% | +3.6% | +3.6% |
| 3M | -8.1% | -0.3% | -7.7% | -7.8% |
| 6M | +6.1% | +7.3% | -1.3% | -0.5% |
| YTD | +75.9% | +13.3% | +62.5% | +57.3% |
| 1Y | +76.5% | +14.8% | +61.7% | +56.4% |
| 3Y | +60.3% | +82.9% | -22.6% | -0.9% |
| 5Y | +1.1% | +75.6% | -74.5% | -35.7% |
| All | +3.4% | +245.6% | -242.3% | -50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling