-20.4%
CE vs SPY
+311.8%
-332.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.3% | +3.8% | +3.6% |
| 7D | +3.4% | -0.9% | +4.3% | +4.6% |
| 30D | +15.5% | -2.4% | +17.9% | +18.7% |
| 3M | +14.8% | -1.2% | +16.0% | +16.0% |
| 6M | -13.5% | +3.3% | -16.8% | -17.5% |
| YTD | +22.0% | +12.3% | +9.7% | +4.0% |
| 1Y | +24.6% | +12.4% | +12.1% | +6.1% |
| 3Y | -55.5% | +78.8% | -134.3% | -78.2% |
| 5Y | -67.6% | +75.2% | -142.8% | -83.7% |
| 10Y | -20.4% | +311.1% | -331.5% | -84.6% |
| All | -20.4% | +311.8% | -332.1% | -84.6% |
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