-22.6%
CTEC vs SPY
+154.8%
-177.5%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.2% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +1.5% | +0.1% | +1.5% | +1.5% |
| 3M | -23.1% | +2.0% | -25.1% | -24.4% |
| 6M | +0.4% | +13.0% | -12.7% | -12.7% |
| YTD | +9.9% | +13.5% | -3.7% | -4.7% |
| 1Y | +35.4% | +20.0% | +15.4% | +10.7% |
| 3Y | -4.0% | +77.2% | -81.2% | -52.5% |
| 5Y | -40.3% | +81.9% | -122.2% | -70.5% |
| All | -22.6% | +154.8% | -177.5% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling