+0.9%
CEPV vs SPY
+14.2%
-13.4%
-2.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | +0.1% | +0.5% | -0.5% | +0.1% |
| 30D | -0.1% | -0.9% | +0.8% | -0.1% |
| 3M | +0.8% | +3.9% | -3.1% | +0.7% |
| 6M | +2.6% | +14.5% | -12.0% | +2.3% |
| YTD | +1.4% | +12.9% | -11.6% | +1.1% |
| All | +0.9% | +14.2% | -13.4% | +0.6% |
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