+7.9%
CEPI vs SPY
+24.2%
-16.3%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.3% |
| 7D | -3.8% | -2.7% | -1.1% | +0.2% |
| 30D | -14.6% | -5.4% | -9.2% | -7.1% |
| 3M | -8.9% | -4.1% | -4.8% | -2.9% |
| 6M | -7.9% | +0.7% | -8.6% | -8.2% |
| YTD | +7.1% | +8.7% | -1.6% | -3.7% |
| 1Y | -1.9% | +10.9% | -12.7% | -14.0% |
| All | +7.9% | +24.2% | -16.3% | -9.8% |
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