+11.6%
CTAP vs SPY
+13.6%
-2.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.7% | -5.9% | -4.7% |
| 7D | -12.6% | -0.7% | -11.9% | -12.4% |
| 30D | -8.5% | -1.0% | -7.4% | -8.1% |
| 3M | +4.2% | -0.3% | +4.6% | +4.4% |
| 6M | -13.0% | +7.3% | -20.3% | -15.5% |
| YTD | +9.7% | +13.3% | -3.7% | +5.6% |
| All | +11.6% | +13.6% | -2.0% | +8.3% |
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 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