-99.5%
CTRM vs SPY
+217.5%
-317.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.4% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | +14.2% | +0.1% | +14.1% | +14.2% |
| 3M | +5.6% | +2.0% | +3.6% | +3.8% |
| 6M | +7.5% | +13.0% | -5.5% | -4.3% |
| YTD | +14.7% | +13.5% | +1.2% | +1.8% |
| 1Y | +17.0% | +20.0% | -3.0% | -1.4% |
| 3Y | -43.6% | +77.2% | -120.8% | -68.5% |
| 5Y | -89.6% | +81.9% | -171.5% | -94.3% |
| All | -99.5% | +217.5% | -317.0% | -100.0% |
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