+29.0%
CE vs SPY
+9.9%
+19.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.9% |
| 7D | -5.7% | -2.7% | -3.0% | -4.6% |
| 30D | +6.1% | -5.4% | +11.5% | +8.2% |
| 3M | +5.8% | -4.1% | +9.9% | +7.4% |
| 6M | -25.1% | +0.7% | -25.8% | -25.1% |
| YTD | +10.2% | +8.7% | +1.5% | +7.0% |
| 1Y | +29.0% | +10.9% | +18.2% | +21.8% |
| All | +29.0% | +9.9% | +19.2% | +21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling