+638.0%
CEE vs SPY
+3,091.8%
-2,453.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.0% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | -3.2% | +0.1% | -3.3% | -3.3% |
| 3M | -5.4% | +2.0% | -7.3% | -7.1% |
| 6M | +7.3% | +13.0% | -5.7% | -3.5% |
| YTD | +14.8% | +13.5% | +1.3% | +2.8% |
| 1Y | +30.6% | +20.0% | +10.6% | +11.3% |
| 3Y | +143.8% | +77.2% | +66.6% | +47.8% |
| 5Y | -17.2% | +81.9% | -99.1% | -52.1% |
| 10Y | +48.6% | +314.1% | -265.5% | -60.8% |
| All | +638.0% | +3,091.8% | -2,453.8% | -57.8% |
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