+75.9%
CTEF vs SPY
+29.8%
+46.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.5% |
| 7D | +1.9% | +0.5% | +1.4% | +1.1% |
| 30D | -1.6% | -0.9% | -0.7% | -0.2% |
| 3M | +3.6% | +3.9% | -0.3% | -1.9% |
| 6M | +25.9% | +14.5% | +11.4% | +3.9% |
| YTD | +32.1% | +12.9% | +19.1% | +11.1% |
| 1Y | +46.0% | +19.4% | +26.6% | +14.8% |
| All | +75.9% | +29.8% | +46.2% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling