-23.2%
CE vs SPY
+315.0%
-338.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.5% | +2.0% |
| 7D | +1.7% | +0.1% | +1.6% | +1.5% |
| 30D | +8.4% | -3.3% | +11.7% | +12.6% |
| 3M | +11.1% | -2.4% | +13.6% | +14.0% |
| 6M | -14.6% | +2.6% | -17.2% | -17.9% |
| YTD | +15.6% | +11.2% | +4.3% | -0.4% |
| 1Y | +18.3% | +13.4% | +4.9% | -0.4% |
| 3Y | -57.1% | +79.9% | -137.0% | -79.2% |
| 5Y | -69.7% | +72.2% | -141.9% | -84.4% |
| 10Y | -23.2% | +307.3% | -330.5% | -85.0% |
| All | -23.2% | +315.0% | -338.2% | -85.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling