+38.0%
CEE vs SPY
+311.8%
-273.8%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.2% | -2.7% |
| 7D | -1.0% | -0.9% | 0.0% | -0.5% |
| 30D | +0.6% | -2.4% | +2.9% | +2.1% |
| 3M | -12.1% | -1.2% | -11.0% | -11.5% |
| 6M | -12.1% | +3.3% | -15.4% | -14.1% |
| YTD | +5.5% | +12.3% | -6.8% | -2.7% |
| 1Y | +21.4% | +12.4% | +9.0% | +11.9% |
| 3Y | +136.7% | +78.8% | +57.9% | +60.6% |
| 5Y | -27.9% | +75.2% | -103.0% | -50.7% |
| 10Y | +38.0% | +311.1% | -273.1% | -47.3% |
| All | +38.0% | +311.8% | -273.8% | -47.3% |
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