-59.7%
CERS vs SPY
+322.5%
-382.2%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | 0.0% |
| 7D | -3.9% | -0.8% | -3.1% | -2.8% |
| 30D | -8.1% | -1.1% | -7.1% | -6.6% |
| 3M | -3.9% | +3.9% | -7.7% | -9.4% |
| 6M | +39.1% | +13.6% | +25.5% | +15.5% |
| YTD | +20.9% | +12.7% | +8.2% | +1.9% |
| 1Y | +99.2% | +17.5% | +81.7% | +58.5% |
| 3Y | +48.2% | +76.9% | -28.7% | -30.0% |
| 5Y | -59.9% | +83.6% | -143.5% | -81.1% |
| All | -59.7% | +322.5% | -382.2% | -94.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling