+2.8%
CEPU vs SPY
+208.2%
-205.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +3.0% |
| 7D | +3.2% | -2.0% | +5.2% | +5.3% |
| 30D | +8.8% | -1.7% | +10.4% | +10.6% |
| 3M | -4.1% | +4.7% | -8.8% | -8.7% |
| 6M | -5.9% | +12.5% | -18.4% | -16.9% |
| YTD | -17.3% | +11.7% | -29.0% | -26.3% |
| 1Y | +61.2% | +17.5% | +43.8% | +37.4% |
| 3Y | +175.8% | +76.6% | +99.2% | +57.2% |
| 5Y | +537.5% | +82.0% | +455.5% | +250.6% |
| All | +2.8% | +208.2% | -205.4% | -65.8% |
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 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