-63.7%
CTW vs SPY
+22.4%
-86.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.3% | +5.3% | +5.7% |
| 7D | -6.4% | -0.9% | -5.5% | -5.8% |
| 30D | -15.7% | -2.4% | -13.4% | -14.4% |
| 3M | -37.8% | -1.2% | -36.7% | -37.5% |
| 6M | -44.7% | +3.3% | -48.0% | -46.4% |
| YTD | -6.9% | +12.3% | -19.2% | -14.5% |
| 1Y | -45.1% | +12.4% | -57.5% | -49.3% |
| All | -63.7% | +22.4% | -86.2% | -67.5% |
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