-14.9%
CTRI vs SPY
+51.6%
-66.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.3% | +8.9% | +8.8% |
| 7D | -5.2% | -2.7% | -2.5% | -1.6% |
| 30D | -1.9% | -5.4% | +3.5% | +5.8% |
| 3M | -8.9% | -4.1% | -4.8% | -3.4% |
| 6M | -51.3% | +0.7% | -52.0% | -51.7% |
| YTD | -19.3% | +8.7% | -28.0% | -27.6% |
| 1Y | -4.6% | +10.9% | -15.5% | -16.3% |
| All | -14.9% | +51.6% | -66.5% | -46.5% |
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 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