+505.0%
CEPU vs SPY
+81.0%
+424.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +1.0% |
| 7D | -1.2% | -0.4% | -0.8% | -0.9% |
| 30D | +2.6% | -1.4% | +4.0% | +4.0% |
| 3M | -4.5% | +3.7% | -8.2% | -8.2% |
| 6M | -1.3% | +13.0% | -14.3% | -13.2% |
| YTD | -19.1% | +12.4% | -31.5% | -28.4% |
| 1Y | +65.3% | +18.5% | +46.8% | +39.9% |
| 3Y | +169.5% | +77.6% | +91.9% | +58.3% |
| 5Y | +505.0% | +81.7% | +423.4% | +252.8% |
| All | +505.0% | +81.0% | +424.1% | +252.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling