+385.6%
CTRN vs SPY
+862.8%
-477.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.4% |
| 7D | +5.8% | +0.1% | +5.7% | +5.6% |
| 30D | -2.2% | +0.1% | -2.3% | -2.3% |
| 3M | +53.9% | +2.0% | +51.9% | +50.1% |
| 6M | +47.9% | +13.0% | +34.9% | +27.2% |
| YTD | +71.2% | +13.5% | +57.7% | +46.4% |
| 1Y | +83.7% | +20.0% | +63.7% | +46.1% |
| 3Y | +219.8% | +77.2% | +142.6% | +56.9% |
| 5Y | -19.7% | +81.9% | -101.6% | -60.0% |
| 10Y | +278.4% | +314.1% | -35.6% | -24.9% |
| All | +385.6% | +862.8% | -477.2% | -59.0% |
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