+224.9%
CTS vs SPY
+312.5%
-87.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.5% |
| 7D | -1.5% | -0.4% | -1.2% | -1.2% |
| 30D | -13.1% | -1.4% | -11.7% | -11.8% |
| 3M | -15.2% | +3.7% | -18.9% | -18.3% |
| 6M | +18.4% | +13.0% | +5.4% | +4.5% |
| YTD | +31.1% | +12.4% | +18.7% | +16.5% |
| 1Y | +36.6% | +18.5% | +18.1% | +15.0% |
| 3Y | +38.1% | +77.6% | -39.5% | -22.2% |
| 5Y | +79.0% | +81.7% | -2.7% | -2.4% |
| 10Y | +224.9% | +319.7% | -94.7% | -40.6% |
| All | +224.9% | +312.5% | -87.6% | -40.6% |
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