-17.0%
CE vs SPY
+313.2%
-330.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.7% |
| 7D | -0.7% | +0.1% | -0.8% | -0.9% |
| 30D | +3.5% | +0.1% | +3.5% | +3.4% |
| 3M | -17.2% | +2.0% | -19.2% | -19.4% |
| 6M | -12.6% | +13.0% | -25.6% | -25.8% |
| YTD | +5.8% | +13.5% | -7.7% | -10.7% |
| 1Y | -3.6% | +20.0% | -23.5% | -23.8% |
| 3Y | -64.3% | +77.2% | -141.5% | -82.3% |
| 5Y | -69.0% | +81.9% | -150.8% | -85.0% |
| All | -17.0% | +313.2% | -330.1% | -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