-85.6%
CTEV vs SPY
+67.4%
-153.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | +0.3% | +12.0% | +11.9% |
| 7D | -5.4% | -2.7% | -2.7% | -1.5% |
| 30D | -9.3% | -5.4% | -3.9% | -1.8% |
| 3M | -15.4% | -4.1% | -11.3% | -9.6% |
| 6M | -14.2% | +0.7% | -14.9% | -12.9% |
| YTD | -46.9% | +8.7% | -55.5% | -51.3% |
| 1Y | -63.3% | +10.9% | -74.2% | -67.1% |
| 3Y | -63.1% | +75.0% | -138.1% | -80.8% |
| All | -85.6% | +67.4% | -153.0% | -92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling