-47.7%
CTW vs SPY
+21.8%
-69.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.8% |
| 7D | -1.7% | -2.0% | +0.3% | -0.4% |
| 30D | -10.4% | -1.7% | -8.8% | -9.5% |
| 3M | +9.4% | +4.7% | +4.7% | +5.5% |
| 6M | +28.9% | +12.5% | +16.4% | +18.6% |
| YTD | +34.1% | +11.7% | +22.4% | +23.9% |
| 1Y | +15.4% | +17.5% | -2.1% | +5.6% |
| All | -47.7% | +21.8% | -69.6% | -52.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling