-5.8%
CTRI vs SPY
+55.2%
-61.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.4% | +8.4% | +7.5% |
| 7D | +6.0% | +0.1% | +5.9% | +6.2% |
| 30D | +7.9% | -3.3% | +11.3% | +13.3% |
| 3M | -5.4% | -2.4% | -3.0% | -1.9% |
| 6M | -34.7% | +2.6% | -37.2% | -36.8% |
| YTD | -10.7% | +11.2% | -21.9% | -22.2% |
| 1Y | +7.5% | +13.4% | -5.9% | -8.3% |
| All | -5.8% | +55.2% | -61.0% | -42.5% |
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