-24.4%
CE vs SPY
+312.9%
-337.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -3.2% |
| 7D | -5.7% | -2.7% | -3.0% | -2.6% |
| 30D | +6.1% | -5.4% | +11.5% | +13.1% |
| 3M | +5.8% | -4.1% | +9.9% | +10.8% |
| 6M | -25.1% | +0.7% | -25.8% | -26.4% |
| YTD | +10.2% | +8.7% | +1.5% | -2.3% |
| 1Y | +29.0% | +10.9% | +18.2% | +11.5% |
| 3Y | -60.3% | +75.0% | -135.3% | -80.1% |
| 5Y | -70.5% | +67.8% | -138.3% | -84.4% |
| All | -24.4% | +312.9% | -337.2% | -85.6% |
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