+110.6%
CEPU vs SPY
+78.1%
+32.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.7% | +5.8% |
| 7D | +9.0% | +2.6% | +6.4% | +5.6% |
| 30D | -15.2% | -2.0% | -13.2% | -13.3% |
| 3M | -18.2% | -2.8% | -15.4% | -15.5% |
| 6M | -23.4% | +2.1% | -25.6% | -25.7% |
| YTD | -37.9% | +11.5% | -49.4% | -46.2% |
| 1Y | -25.7% | +13.5% | -39.1% | -37.0% |
| 3Y | +110.6% | +77.7% | +32.9% | -2.1% |
| All | +110.6% | +78.1% | +32.6% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling