+24.0%
CEPI vs SPY
+29.8%
-5.8%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +1.1% |
| 7D | +3.6% | +0.1% | +3.5% | +3.4% |
| 30D | +4.2% | +0.1% | +4.2% | +4.2% |
| 3M | +1.3% | +2.0% | -0.7% | -1.4% |
| 6M | +22.5% | +13.0% | +9.5% | +3.3% |
| YTD | +23.1% | +13.5% | +9.5% | +3.4% |
| 1Y | +22.3% | +20.0% | +2.3% | -4.1% |
| All | +24.0% | +29.8% | -5.8% | -3.1% |
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