-84.2%
CTEV vs SPY
+82.8%
-167.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.1% |
| 7D | -2.4% | +0.1% | -2.5% | -2.6% |
| 30D | +47.1% | +0.1% | +47.0% | +47.6% |
| 3M | +39.4% | +2.0% | +37.4% | +36.3% |
| 6M | +115.7% | +13.0% | +102.6% | +87.8% |
| YTD | -10.1% | +13.5% | -23.6% | -22.8% |
| 1Y | -43.2% | +20.0% | -63.2% | -54.3% |
| 3Y | -45.4% | +77.2% | -122.6% | -72.5% |
| All | -84.2% | +82.8% | -167.0% | -92.5% |
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 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