-99.9%
CTXR vs SPY
+375.8%
-475.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.4% | +11.0% | +10.8% |
| 7D | -4.5% | +3.3% | -7.8% | -6.3% |
| 30D | +11.8% | -2.7% | +14.4% | +13.3% |
| 3M | -30.5% | -1.7% | -28.7% | -29.8% |
| 6M | -13.2% | +3.1% | -16.3% | -14.3% |
| YTD | -31.5% | +11.9% | -43.4% | -35.0% |
| 1Y | -51.9% | +12.0% | -63.8% | -54.3% |
| 3Y | -97.2% | +78.2% | -175.4% | -97.8% |
| 5Y | -98.8% | +73.2% | -172.1% | -99.1% |
| 10Y | -99.7% | +309.6% | -409.3% | -99.8% |
| All | -99.9% | +375.8% | -475.7% | -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 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