-55.3%
CE vs SPY
+78.1%
-133.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.7% |
| 7D | +10.6% | +2.6% | +8.0% | +7.4% |
| 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% | -17.2% |
| YTD | +21.9% | +11.5% | +10.4% | +3.7% |
| 1Y | +28.9% | +13.5% | +15.5% | +7.0% |
| 3Y | -55.3% | +77.7% | -133.0% | -80.9% |
| All | -55.3% | +78.1% | -133.4% | -80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling