+61.2%
CEPU vs SPY
+17.2%
+44.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +3.2% |
| 7D | +3.2% | -2.0% | +5.2% | +6.4% |
| 30D | +8.8% | -1.7% | +10.4% | +11.5% |
| 3M | -4.1% | +4.7% | -8.8% | -11.9% |
| 6M | -5.9% | +12.5% | -18.4% | -25.1% |
| YTD | -17.3% | +11.7% | -29.0% | -33.2% |
| 1Y | +61.2% | +17.5% | +43.8% | +18.2% |
| All | +61.2% | +17.2% | +44.0% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling