+123.7%
CTRE vs SPY
+78.7%
+45.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -1.5% | +0.5% | -2.1% | -1.6% |
| 30D | -4.6% | -0.9% | -3.7% | -4.4% |
| 3M | +7.5% | +3.9% | +3.7% | +6.5% |
| 6M | +0.5% | +14.5% | -14.0% | -3.1% |
| YTD | +11.0% | +12.9% | -1.9% | +7.3% |
| 1Y | +18.6% | +19.4% | -0.8% | +12.9% |
| 3Y | +123.7% | +78.5% | +45.3% | +73.3% |
| All | +123.7% | +78.7% | +45.0% | +73.3% |
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