+54.9%
CTA vs SPY
+93.6%
-38.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.4% |
| 7D | +6.5% | -0.8% | +7.3% | +6.4% |
| 30D | +12.1% | -1.1% | +13.2% | +12.0% |
| 3M | +7.5% | +3.9% | +3.6% | +8.1% |
| 6M | +3.1% | +13.6% | -10.5% | +5.0% |
| YTD | +15.4% | +12.7% | +2.8% | +17.5% |
| 1Y | +17.0% | +17.5% | -0.5% | +19.5% |
| 3Y | +40.0% | +76.9% | -36.9% | +52.3% |
| All | +54.9% | +93.6% | -38.7% | +71.5% |
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 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