+4.0%
CEPI vs SPY
+23.8%
-19.8%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.4% | -3.0% | -1.0% |
| 7D | -11.0% | -4.7% | -6.3% | -4.3% |
| 30D | -18.7% | -5.9% | -12.8% | -10.8% |
| 3M | -12.5% | -4.5% | -8.0% | -6.1% |
| 6M | -9.4% | +1.8% | -11.2% | -11.1% |
| YTD | +3.3% | +8.3% | -5.1% | -6.7% |
| 1Y | -9.1% | +9.3% | -18.4% | -18.7% |
| All | +4.0% | +23.8% | -19.8% | -12.7% |
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