+66.7%
CEMB vs SPY
+612.0%
-545.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -0.1% | +0.1% | -0.1% | -0.1% |
| 3M | +0.1% | +2.0% | -1.9% | -0.2% |
| 6M | +0.5% | +13.0% | -12.5% | -1.3% |
| YTD | +1.6% | +13.5% | -11.9% | -0.3% |
| 1Y | +3.3% | +20.0% | -16.6% | +0.6% |
| 3Y | +23.0% | +77.2% | -54.2% | +13.1% |
| 5Y | +8.9% | +81.9% | -72.9% | -0.8% |
| 10Y | +38.4% | +314.1% | -275.7% | +14.3% |
| All | +66.7% | +612.0% | -545.2% | +36.0% |
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 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