+217.3%
CTRN vs SPY
+843.2%
-625.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.4% | +0.9% | +0.3% |
| 7D | -10.5% | +0.1% | -10.6% | -10.2% |
| 30D | -9.8% | -3.3% | -6.5% | -5.5% |
| 3M | -36.0% | -2.4% | -33.6% | -33.9% |
| 6M | +0.6% | +2.6% | -1.9% | -2.3% |
| YTD | +11.9% | +11.2% | +0.6% | -1.6% |
| 1Y | +20.2% | +13.4% | +6.8% | +2.9% |
| 3Y | +96.3% | +79.9% | +16.4% | -5.4% |
| 5Y | -45.6% | +72.2% | -117.7% | -70.9% |
| 10Y | +145.1% | +307.3% | -162.3% | -50.2% |
| All | +217.3% | +843.2% | -625.9% | -72.4% |
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