-48.0%
CTEV vs SPY
+19.3%
-67.3%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -0.6% |
| 7D | -4.2% | +0.5% | -4.7% | -5.4% |
| 30D | +15.7% | -0.9% | +16.7% | +18.7% |
| 3M | +39.3% | +3.9% | +35.4% | +28.9% |
| 6M | +119.1% | +14.5% | +104.6% | +81.1% |
| YTD | -11.8% | +12.9% | -24.7% | -26.5% |
| All | -48.0% | +19.3% | -67.3% | -50.9% |
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