-66.0%
CTW vs SPY
+20.8%
-86.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.4% | -6.4% | -6.6% |
| 7D | -15.2% | -0.6% | -14.6% | -14.7% |
| 30D | -34.3% | -3.7% | -30.7% | -32.7% |
| 3M | -40.6% | -2.7% | -37.8% | -39.6% |
| 6M | -46.1% | +2.2% | -48.3% | -47.3% |
| YTD | -12.7% | +10.8% | -23.5% | -19.1% |
| 1Y | -39.1% | +11.2% | -50.3% | -43.4% |
| All | -66.0% | +20.8% | -86.8% | -69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling