-45.7%
CTW vs SPY
+23.1%
-68.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.8% |
| 7D | -5.1% | +0.5% | -5.7% | -5.5% |
| 30D | -2.8% | -0.9% | -1.9% | -2.3% |
| 3M | +4.8% | +3.9% | +0.9% | +1.5% |
| 6M | +35.4% | +14.5% | +20.9% | +22.8% |
| YTD | +39.3% | +12.9% | +26.4% | +27.7% |
| 1Y | +23.0% | +19.4% | +3.6% | +11.5% |
| All | -45.7% | +23.1% | -68.8% | -51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling