+37.9%
CAPE vs SPY
+80.1%
-42.2%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | -1.9% | +0.1% | -1.9% | -1.9% |
| 3M | +2.5% | +2.0% | +0.5% | +0.6% |
| 6M | -0.6% | +13.0% | -13.6% | -10.6% |
| YTD | +2.2% | +13.5% | -11.4% | -8.6% |
| 1Y | +2.2% | +20.0% | -17.7% | -13.0% |
| 3Y | +37.7% | +77.2% | -39.5% | -19.9% |
| All | +37.9% | +80.1% | -42.2% | -21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling