-98.8%
CTXR vs SPY
+74.0%
-172.9%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.4% | +11.0% | +11.0% |
| 7D | -4.5% | +3.3% | -7.8% | -8.1% |
| 30D | +11.8% | -2.7% | +14.4% | +14.8% |
| 3M | -30.5% | -1.7% | -28.7% | -29.2% |
| 6M | -13.2% | +3.1% | -16.3% | -15.8% |
| YTD | -31.5% | +11.9% | -43.4% | -38.9% |
| 1Y | -51.9% | +12.0% | -63.8% | -57.0% |
| 3Y | -97.2% | +78.2% | -175.4% | -98.4% |
| 5Y | -98.8% | +73.2% | -172.1% | -99.3% |
| All | -98.8% | +74.0% | -172.9% | -99.3% |
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