-93.1%
CTEV vs SPY
+228.9%
-322.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | +18.1% | +2.6% | +15.5% | +14.5% |
| 30D | +12.0% | -2.0% | +14.0% | +14.8% |
| 3M | -36.5% | -2.8% | -33.7% | -34.1% |
| 6M | -2.8% | +2.1% | -4.9% | -3.3% |
| YTD | -37.3% | +11.5% | -48.8% | -43.4% |
| 1Y | -39.3% | +13.5% | -52.8% | -46.2% |
| 3Y | -47.6% | +77.7% | -125.3% | -69.8% |
| 5Y | -83.7% | +72.6% | -156.3% | -90.6% |
| All | -93.1% | +228.9% | -322.0% | -96.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling