-69.6%
CERT vs SPY
+124.1%
-193.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.4% |
| 7D | -4.0% | +2.6% | -6.6% | -6.9% |
| 30D | +23.6% | -2.0% | +25.6% | +25.7% |
| 3M | +42.0% | -2.8% | +44.7% | +45.9% |
| 6M | +141.5% | +2.1% | +139.4% | +132.6% |
| YTD | +31.3% | +11.5% | +19.8% | +13.1% |
| 1Y | +37.6% | +13.5% | +24.1% | +16.0% |
| 3Y | -11.1% | +77.7% | -88.8% | -58.8% |
| 5Y | -70.3% | +72.6% | -142.9% | -85.1% |
| All | -69.6% | +124.1% | -193.8% | -89.6% |
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 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