+1,197.4%
CEF vs SPY
+3,091.8%
-1,894.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | +6.6% | +0.1% | +6.5% | +6.6% |
| 3M | -3.4% | +2.0% | -5.4% | -3.5% |
| 6M | -14.4% | +13.0% | -27.4% | -14.8% |
| YTD | -1.2% | +13.5% | -14.7% | -1.7% |
| 1Y | +36.9% | +20.0% | +16.9% | +35.8% |
| 3Y | +145.9% | +77.2% | +68.7% | +140.7% |
| 5Y | +148.3% | +81.9% | +66.4% | +142.4% |
| 10Y | +224.8% | +314.1% | -89.3% | +215.9% |
| All | +1,197.4% | +3,091.8% | -1,894.4% | +2,114.1% |
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