-94.5%
CTRM vs SPY
+67.4%
-161.9%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +5.9% | +5.9% |
| 7D | -6.2% | -2.7% | -3.5% | -3.5% |
| 30D | -29.5% | -5.4% | -24.1% | -25.4% |
| 3M | -34.9% | -4.1% | -30.8% | -32.2% |
| 6M | -33.0% | +0.7% | -33.7% | -33.4% |
| YTD | -34.3% | +8.7% | -43.0% | -39.3% |
| 1Y | -26.7% | +10.9% | -37.6% | -33.5% |
| 3Y | -60.9% | +75.0% | -135.9% | -79.0% |
| All | -94.5% | +67.4% | -161.9% | -96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling