-59.2%
CERS vs SPY
+82.3%
-141.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | -0.3% |
| 7D | -3.9% | -0.8% | -3.1% | -2.5% |
| 30D | -8.1% | -1.1% | -7.1% | -6.3% |
| 3M | -3.9% | +3.9% | -7.7% | -10.6% |
| 6M | +39.1% | +13.6% | +25.5% | +10.5% |
| YTD | +20.9% | +12.7% | +8.2% | -2.3% |
| 1Y | +99.2% | +17.5% | +81.7% | +49.8% |
| 3Y | +48.2% | +76.9% | -28.7% | -43.4% |
| All | -59.2% | +82.3% | -141.5% | -84.3% |
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