-22.5%
CTW vs SPY
+14.6%
-37.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.0% | -4.2% |
| 7D | -3.9% | -0.7% | -3.2% | -3.5% |
| 30D | -15.3% | -1.0% | -14.2% | -14.8% |
| 3M | -28.3% | -0.3% | -28.0% | -28.3% |
| 6M | -39.4% | +7.3% | -46.8% | -42.8% |
| YTD | -0.6% | +13.3% | -13.9% | -9.1% |
| 1Y | -22.5% | +14.8% | -37.3% | -30.4% |
| All | -22.5% | +14.6% | -37.2% | -30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling