+895.6%
CTRE vs SPY
+388.0%
+507.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.6% |
| 7D | +1.7% | -0.9% | +2.7% | +2.4% |
| 30D | +5.4% | -2.4% | +7.7% | +7.2% |
| 3M | +0.9% | -1.2% | +2.0% | +1.5% |
| 6M | -2.8% | +3.3% | -6.1% | -6.1% |
| YTD | +10.1% | +12.3% | -2.2% | -0.9% |
| 1Y | +10.1% | +12.4% | -2.3% | -1.2% |
| 3Y | +97.7% | +78.8% | +18.9% | +14.4% |
| 5Y | +134.2% | +75.2% | +59.0% | +36.0% |
| 10Y | +370.0% | +311.1% | +58.9% | +31.6% |
| All | +895.6% | +388.0% | +507.6% | +140.1% |
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