-99.7%
CTXR vs SPY
+307.0%
-406.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.8% |
| 7D | -1.8% | +2.6% | -4.4% | -3.6% |
| 30D | +15.1% | -2.0% | +17.0% | +16.3% |
| 3M | -27.1% | -2.8% | -24.3% | -25.7% |
| 6M | -17.7% | +2.1% | -19.8% | -18.5% |
| YTD | -31.1% | +11.5% | -42.6% | -35.1% |
| 1Y | -47.0% | +13.5% | -60.5% | -50.6% |
| 3Y | -97.2% | +77.7% | -174.9% | -97.9% |
| 5Y | -98.8% | +72.6% | -171.4% | -99.1% |
| All | -99.7% | +307.0% | -406.7% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling