+10.7%
CEPI vs SPY
+27.9%
-17.2%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.3% | -2.1% |
| 7D | +6.4% | +3.3% | +3.1% | +1.5% |
| 30D | -10.5% | -2.7% | -7.8% | -6.6% |
| 3M | -6.9% | -1.7% | -5.1% | -4.1% |
| 6M | -6.1% | +3.1% | -9.1% | -9.5% |
| YTD | +9.9% | +11.9% | -2.0% | -5.3% |
| 1Y | +3.9% | +12.0% | -8.1% | -10.4% |
| All | +10.7% | +27.9% | -17.2% | -11.3% |
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