-79.7%
CERS vs SPY
+1,492.9%
-1,572.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.4% |
| 7D | -4.3% | -2.0% | -2.3% | -2.2% |
| 30D | -4.3% | -1.7% | -2.6% | -2.5% |
| 3M | -3.9% | +4.7% | -8.6% | -8.7% |
| 6M | +39.0% | +12.5% | +26.5% | +23.0% |
| YTD | +19.4% | +11.7% | +7.7% | +6.8% |
| 1Y | +108.5% | +17.5% | +91.0% | +77.5% |
| 3Y | +50.0% | +76.6% | -26.6% | -11.7% |
| 5Y | -60.4% | +82.0% | -142.4% | -76.2% |
| 10Y | -59.5% | +317.1% | -376.6% | -88.2% |
| All | -79.7% | +1,492.9% | -1,572.6% | -97.7% |
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