+37.4%
CEMB vs SPY
+322.5%
-285.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | -0.6% | -0.8% | +0.1% | -0.5% |
| 30D | -0.6% | -1.1% | +0.4% | -0.5% |
| 3M | -0.5% | +3.9% | -4.4% | -1.1% |
| 6M | +0.5% | +13.6% | -13.1% | -1.5% |
| YTD | +0.9% | +12.7% | -11.7% | -1.0% |
| 1Y | +1.9% | +17.5% | -15.6% | -0.7% |
| 3Y | +22.5% | +76.9% | -54.4% | +11.5% |
| 5Y | +8.2% | +83.6% | -75.4% | -2.6% |
| All | +37.4% | +322.5% | -285.0% | +11.0% |
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