-45.9%
CTW vs SPY
+23.8%
-69.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.0% |
| 7D | -7.0% | +0.1% | -7.1% | -7.1% |
| 30D | +0.8% | +0.1% | +0.8% | +0.7% |
| 3M | +8.6% | +2.0% | +6.6% | +6.3% |
| 6M | +57.9% | +13.0% | +44.9% | +45.3% |
| YTD | +38.7% | +13.5% | +25.2% | +26.7% |
| 1Y | +24.4% | +20.0% | +4.4% | +12.3% |
| All | -45.9% | +23.8% | -69.7% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling