-68.2%
CERT vs SPY
+122.8%
-191.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.3% |
| 7D | +11.5% | -0.6% | +12.1% | +11.4% |
| 30D | +32.8% | -3.7% | +36.5% | +38.0% |
| 3M | +50.2% | -2.7% | +53.0% | +54.4% |
| 6M | +92.2% | +2.2% | +90.0% | +84.8% |
| YTD | +37.6% | +10.8% | +26.8% | +19.4% |
| 1Y | +40.7% | +11.2% | +29.4% | +21.5% |
| 3Y | -10.2% | +76.5% | -86.7% | -58.0% |
| 5Y | -69.5% | +72.9% | -142.4% | -84.8% |
| All | -68.2% | +122.8% | -191.0% | -89.0% |
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