-31.9%
CTEC vs SPY
+149.6%
-181.5%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | -0.5% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -8.9% | -3.3% | -5.6% | -4.8% |
| 3M | -12.1% | -2.4% | -9.7% | -9.1% |
| 6M | -27.5% | +2.6% | -30.1% | -28.9% |
| YTD | -3.3% | +11.2% | -14.5% | -13.7% |
| 1Y | -15.6% | +13.4% | -29.0% | -26.2% |
| 3Y | +15.9% | +79.9% | -64.0% | -43.8% |
| 5Y | -51.6% | +72.2% | -123.8% | -74.1% |
| All | -31.9% | +149.6% | -181.5% | -78.0% |
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