-17.8%
CTRN vs SPY
+81.8%
-99.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.1% |
| 7D | +3.9% | +0.5% | +3.3% | +3.0% |
| 30D | -3.0% | -0.9% | -2.1% | -1.7% |
| 3M | +61.7% | +3.9% | +57.8% | +52.2% |
| 6M | +51.3% | +14.5% | +36.7% | +23.4% |
| YTD | +69.6% | +12.9% | +56.7% | +41.5% |
| 1Y | +86.4% | +19.4% | +67.0% | +42.3% |
| 3Y | +218.6% | +78.5% | +140.1% | +29.7% |
| 5Y | -17.8% | +81.8% | -99.5% | -64.7% |
| All | -17.8% | +81.8% | -99.5% | -64.7% |
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