+191.7%
CEF vs SPY
+315.0%
-123.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | 0.0% | +1.8% |
| 7D | +5.3% | +0.1% | +5.2% | +5.2% |
| 30D | -4.9% | -3.3% | -1.5% | -4.2% |
| 3M | -9.0% | -2.4% | -6.6% | -8.5% |
| 6M | -21.2% | +2.6% | -23.8% | -21.5% |
| YTD | -13.4% | +11.2% | -24.7% | -15.0% |
| 1Y | +6.0% | +13.4% | -7.4% | +3.8% |
| 3Y | +117.4% | +79.9% | +37.5% | +97.5% |
| 5Y | +117.9% | +72.2% | +45.7% | +97.4% |
| 10Y | +191.7% | +307.3% | -115.6% | +141.6% |
| All | +191.7% | +315.0% | -123.3% | +141.6% |
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