+11.2%
CTAP vs SPY
+12.1%
-0.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.3% |
| 7D | +4.3% | +3.3% | +1.0% | +3.0% |
| 30D | -12.6% | -2.7% | -9.9% | -11.7% |
| 3M | -2.9% | -1.7% | -1.2% | -2.2% |
| 6M | -14.2% | +3.1% | -17.2% | -15.2% |
| YTD | +9.4% | +11.9% | -2.5% | +5.8% |
| All | +11.2% | +12.1% | -0.9% | +8.5% |
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