+182.1%
CEFS vs SPY
+268.2%
-86.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +2.3% | +2.6% | -0.3% | +0.9% |
| 30D | -1.0% | -2.0% | +0.9% | 0.0% |
| 3M | -5.9% | -2.8% | -3.1% | -4.5% |
| 6M | -2.4% | +2.1% | -4.5% | -3.4% |
| YTD | +9.0% | +11.5% | -2.4% | +2.9% |
| 1Y | +12.6% | +13.5% | -0.8% | +5.3% |
| 3Y | +71.0% | +77.7% | -6.7% | +25.4% |
| 5Y | +72.9% | +72.6% | +0.3% | +27.3% |
| All | +182.1% | +268.2% | -86.1% | +33.7% |
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