+272.4%
CE vs SPY
+869.0%
-596.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.6% |
| 7D | -0.7% | +0.1% | -0.8% | -0.9% |
| 30D | +3.5% | +0.1% | +3.5% | +3.4% |
| 3M | -17.2% | +2.0% | -19.2% | -19.7% |
| 6M | -12.6% | +13.0% | -25.6% | -27.4% |
| YTD | +5.8% | +13.5% | -7.7% | -12.6% |
| 1Y | -3.6% | +20.0% | -23.5% | -26.1% |
| 3Y | -64.3% | +77.2% | -141.5% | -83.9% |
| 5Y | -69.0% | +81.9% | -150.8% | -86.5% |
| 10Y | -17.2% | +314.1% | -331.3% | -89.0% |
| All | +272.4% | +869.0% | -596.6% | -84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling