-22.0%
CE vs SPY
+307.0%
-329.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.7% |
| 7D | +10.6% | +2.6% | +8.0% | +7.3% |
| 30D | +12.3% | -2.0% | +14.2% | +14.8% |
| 3M | +16.1% | -2.8% | +18.9% | +19.7% |
| 6M | -14.2% | +2.1% | -16.3% | -17.0% |
| YTD | +21.9% | +11.5% | +10.4% | +4.8% |
| 1Y | +28.9% | +13.5% | +15.5% | +8.6% |
| 3Y | -55.3% | +77.7% | -133.0% | -78.0% |
| 5Y | -67.5% | +72.6% | -140.2% | -83.3% |
| All | -22.0% | +307.0% | -329.0% | -84.9% |
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 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