-16.7%
CEE vs SPY
+81.8%
-98.4%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.5% |
| 7D | +2.8% | +0.5% | +2.2% | +2.4% |
| 30D | -4.3% | -0.9% | -3.3% | -3.7% |
| 3M | -1.9% | +3.9% | -5.8% | -4.6% |
| 6M | +12.6% | +14.5% | -1.9% | +2.6% |
| YTD | +15.0% | +12.9% | +2.1% | +5.7% |
| 1Y | +27.9% | +19.4% | +8.5% | +13.2% |
| 3Y | +158.9% | +78.5% | +80.5% | +79.7% |
| 5Y | -16.7% | +81.8% | -98.4% | -40.2% |
| All | -16.7% | +81.8% | -98.4% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling