-90.7%
CTEV vs SPY
+231.6%
-322.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.2% |
| 7D | -9.8% | -0.4% | -9.4% | -9.4% |
| 30D | +6.5% | -1.4% | +7.9% | +8.6% |
| 3M | +28.0% | +3.7% | +24.3% | +23.1% |
| 6M | +116.4% | +13.0% | +103.4% | +92.9% |
| YTD | -15.1% | +12.4% | -27.5% | -24.4% |
| 1Y | -49.9% | +18.5% | -68.4% | -57.6% |
| 3Y | -51.2% | +77.6% | -128.9% | -72.1% |
| 5Y | -85.5% | +81.7% | -167.2% | -92.0% |
| All | -90.7% | +231.6% | -322.3% | -95.5% |
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