-0.3%
CEPU vs SPY
+213.2%
-213.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +4.9% | +0.1% | +4.8% | +4.8% |
| 30D | -1.7% | +0.1% | -1.8% | -1.8% |
| 3M | -6.3% | +2.0% | -8.3% | -8.3% |
| 6M | -6.3% | +13.0% | -19.4% | -17.7% |
| YTD | -19.8% | +13.5% | -33.3% | -29.7% |
| 1Y | +36.0% | +20.0% | +16.1% | +13.4% |
| 3Y | +128.6% | +77.2% | +51.4% | +29.9% |
| 5Y | +527.4% | +81.9% | +445.5% | +245.5% |
| All | -0.3% | +213.2% | -213.6% | -67.4% |
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