-52.9%
CTEC vs SPY
+67.4%
-120.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.2% |
| 7D | +0.2% | -2.7% | +2.9% | +3.7% |
| 30D | -10.9% | -5.4% | -5.5% | -4.4% |
| 3M | -12.5% | -4.1% | -8.4% | -7.5% |
| 6M | -29.3% | +0.7% | -30.0% | -28.9% |
| YTD | -5.6% | +8.7% | -14.3% | -12.9% |
| 1Y | -16.9% | +10.9% | -27.8% | -24.9% |
| 3Y | +8.2% | +75.0% | -66.8% | -44.1% |
| All | -52.9% | +67.4% | -120.3% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling