+895.3%
CTRE vs SPY
+393.4%
+501.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.2% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | -5.2% | +0.1% | -5.2% | -5.3% |
| 3M | +5.2% | +2.0% | +3.2% | +3.0% |
| 6M | +1.3% | +13.0% | -11.7% | -8.9% |
| YTD | +10.1% | +13.5% | -3.4% | -1.6% |
| 1Y | +19.1% | +20.0% | -0.9% | +1.4% |
| 3Y | +117.6% | +77.2% | +40.5% | +27.3% |
| 5Y | +123.3% | +81.9% | +41.4% | +25.1% |
| 10Y | +322.3% | +314.1% | +8.2% | +17.9% |
| All | +895.3% | +393.4% | +501.9% | +138.5% |
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 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