-13.6%
CTRI vs SPY
+57.5%
-71.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.5% |
| 7D | +1.0% | +0.5% | +0.5% | +0.3% |
| 30D | -13.2% | -0.9% | -12.3% | -12.2% |
| 3M | -31.0% | +3.9% | -34.9% | -34.8% |
| 6M | -29.4% | +14.5% | -44.0% | -41.0% |
| YTD | -18.0% | +12.9% | -30.9% | -30.3% |
| 1Y | -4.5% | +19.4% | -23.9% | -23.9% |
| All | -13.6% | +57.5% | -71.1% | -48.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling