-42.2%
CTEV vs SPY
+21.3%
-63.5%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.9% | -5.2% |
| 7D | +0.8% | +0.3% | +0.5% | +0.1% |
| 30D | +48.1% | +0.2% | +47.8% | +48.1% |
| 3M | +48.8% | +2.8% | +46.0% | +41.8% |
| 6M | +131.2% | +14.3% | +116.9% | +90.2% |
| YTD | -8.6% | +14.0% | -22.5% | -25.3% |
| All | -42.2% | +21.3% | -63.5% | -49.8% |
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