+113.8%
CEF vs SPY
+67.4%
+46.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +5.2% | -2.7% | +7.9% | +6.1% |
| 30D | -5.1% | -5.4% | +0.3% | -3.3% |
| 3M | -8.5% | -4.1% | -4.4% | -7.2% |
| 6M | -21.2% | +0.7% | -21.9% | -21.1% |
| YTD | -15.4% | +8.7% | -24.1% | -16.9% |
| 1Y | +4.1% | +10.9% | -6.7% | +1.9% |
| 3Y | +108.8% | +75.0% | +33.8% | +86.4% |
| All | +113.8% | +67.4% | +46.4% | +85.4% |
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