+59.9%
CTEF vs SPY
+28.1%
+31.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | +0.2% |
| 7D | +3.1% | +2.6% | +0.5% | -0.6% |
| 30D | -6.4% | -2.0% | -4.4% | -3.6% |
| 3M | -11.6% | -2.8% | -8.8% | -7.8% |
| 6M | -2.1% | +2.1% | -4.2% | -4.9% |
| YTD | +20.0% | +11.5% | +8.5% | +2.9% |
| 1Y | +24.8% | +13.5% | +11.3% | +4.7% |
| All | +59.9% | +28.1% | +31.8% | +16.6% |
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