+33.7%
CTEC vs SPY
+19.4%
+14.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +3.8% |
| 7D | +6.3% | +0.5% | +5.7% | +4.9% |
| 30D | +2.4% | -0.9% | +3.3% | +4.5% |
| 3M | -11.7% | +3.9% | -15.6% | -18.1% |
| 6M | +7.7% | +14.5% | -6.9% | -16.2% |
| YTD | +12.7% | +12.9% | -0.2% | -9.6% |
| 1Y | +33.7% | +19.4% | +14.4% | -2.8% |
| All | +33.7% | +19.4% | +14.4% | -2.8% |
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