+202.1%
CTS vs SPY
+311.8%
-109.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.4% | -0.5% |
| 7D | +0.3% | -0.9% | +1.2% | +1.5% |
| 30D | +10.3% | -2.4% | +12.7% | +13.5% |
| 3M | -3.2% | -1.2% | -2.0% | -1.7% |
| 6M | +1.1% | +3.3% | -2.2% | -1.7% |
| YTD | +45.1% | +12.3% | +32.8% | +29.6% |
| 1Y | +50.5% | +12.4% | +38.1% | +34.3% |
| 3Y | +62.9% | +78.8% | -15.9% | -8.2% |
| 5Y | +68.3% | +75.2% | -6.8% | -3.8% |
| 10Y | +202.1% | +311.1% | -109.0% | -39.0% |
| All | +202.1% | +311.8% | -109.7% | -39.0% |
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 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