-97.1%
CTXR vs SPY
+76.5%
-173.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.5% |
| 7D | +0.3% | -0.4% | +0.7% | +0.9% |
| 30D | -14.0% | -1.4% | -12.7% | -11.9% |
| 3M | +4.7% | +3.7% | +1.0% | +0.2% |
| 6M | -30.6% | +13.0% | -43.6% | -41.0% |
| YTD | -25.1% | +12.4% | -37.5% | -35.2% |
| 1Y | -51.9% | +18.5% | -70.4% | -60.6% |
| All | -97.1% | +76.5% | -173.6% | -98.4% |
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 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