+19.5%
CTA vs SPY
+17.2%
+2.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.0% |
| 7D | +9.5% | -2.0% | +11.5% | +8.5% |
| 30D | +14.9% | -1.7% | +16.6% | +14.1% |
| 3M | +8.2% | +4.7% | +3.5% | +10.0% |
| 6M | +5.2% | +12.5% | -7.3% | +10.4% |
| YTD | +18.5% | +11.7% | +6.7% | +24.4% |
| 1Y | +19.5% | +17.5% | +2.1% | +23.1% |
| All | +19.5% | +17.2% | +2.3% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling