-99.7%
CTRM vs SPY
+211.0%
-310.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -4.9% | -4.9% |
| 7D | -8.0% | +0.1% | -8.1% | -8.1% |
| 30D | -22.1% | -3.3% | -18.7% | -19.4% |
| 3M | -35.0% | -2.4% | -32.6% | -33.6% |
| 6M | -34.1% | +2.6% | -36.6% | -35.7% |
| YTD | -36.0% | +11.2% | -47.2% | -42.2% |
| 1Y | -31.0% | +13.4% | -44.4% | -38.7% |
| 3Y | -61.9% | +79.9% | -141.8% | -79.2% |
| 5Y | -94.5% | +72.2% | -166.7% | -96.8% |
| All | -99.7% | +211.0% | -310.8% | -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