-20.7%
CTEC vs SPY
+153.4%
-174.1%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +3.3% |
| 7D | +6.3% | +0.5% | +5.7% | +5.5% |
| 30D | +2.4% | -0.9% | +3.3% | +3.6% |
| 3M | -11.7% | +3.9% | -15.6% | -15.3% |
| 6M | +7.7% | +14.5% | -6.9% | -7.8% |
| YTD | +12.7% | +12.9% | -0.2% | -1.6% |
| 1Y | +33.7% | +19.4% | +14.4% | +10.1% |
| 3Y | +5.4% | +78.5% | -73.1% | -48.3% |
| 5Y | -36.6% | +81.8% | -118.3% | -68.7% |
| All | -20.7% | +153.4% | -174.1% | -74.9% |
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