+69.3%
CEFS vs SPY
+67.0%
+2.3%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.4% | -0.1% | -2.1% |
| 7D | -5.6% | -4.7% | -0.9% | -3.0% |
| 30D | -7.1% | -5.9% | -1.2% | -4.0% |
| 3M | -6.9% | -4.5% | -2.4% | -4.5% |
| 6M | -3.4% | +1.8% | -5.2% | -4.3% |
| YTD | +5.6% | +8.3% | -2.7% | +1.3% |
| 1Y | +9.2% | +9.3% | -0.2% | +4.1% |
| 3Y | +67.6% | +74.9% | -7.3% | +23.7% |
| 5Y | +69.3% | +67.3% | +2.0% | +21.7% |
| All | +69.3% | +67.0% | +2.3% | +21.7% |
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 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