+267.1%
CTRN vs SPY
+312.5%
-45.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.6% | -5.4% |
| 7D | -1.9% | -0.4% | -1.6% | -1.4% |
| 30D | -10.7% | -1.4% | -9.4% | -8.9% |
| 3M | +51.5% | +3.7% | +47.8% | +43.5% |
| 6M | +40.8% | +13.0% | +27.8% | +18.4% |
| YTD | +59.3% | +12.4% | +46.9% | +35.1% |
| 1Y | +88.3% | +18.5% | +69.7% | +47.4% |
| 3Y | +199.2% | +77.6% | +121.6% | +30.7% |
| 5Y | -23.5% | +81.7% | -105.1% | -66.1% |
| 10Y | +267.1% | +319.7% | -52.6% | -42.1% |
| All | +267.1% | +312.5% | -45.4% | -42.1% |
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