-50.4%
CTEV vs SPY
+11.9%
-62.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.5% | -0.4% | +19.8% | +20.3% |
| 7D | +36.5% | -0.6% | +37.1% | +38.1% |
| 30D | +16.3% | -3.7% | +19.9% | +26.9% |
| 3M | -15.8% | -2.7% | -13.1% | -9.6% |
| 6M | +6.2% | +2.2% | +4.0% | +3.9% |
| YTD | -32.9% | +10.8% | -43.8% | -44.7% |
| 1Y | -50.4% | +11.2% | -61.7% | -59.2% |
| All | -50.4% | +11.9% | -62.4% | -59.2% |
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