+40.7%
CEE vs SPY
+307.0%
-266.3%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | -0.2% | +2.6% | -2.8% | -2.0% |
| 30D | +0.3% | -2.0% | +2.2% | +1.6% |
| 3M | -12.8% | -2.8% | -10.0% | -11.2% |
| 6M | -11.5% | +2.1% | -13.7% | -13.0% |
| YTD | +5.8% | +11.5% | -5.7% | -1.9% |
| 1Y | +22.5% | +13.5% | +9.0% | +12.3% |
| 3Y | +144.3% | +77.7% | +66.6% | +66.4% |
| 5Y | -26.7% | +72.6% | -99.3% | -49.4% |
| All | +40.7% | +307.0% | -266.3% | -45.7% |
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