-70.2%
CERT vs SPY
+74.6%
-144.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -4.7% |
| 7D | +5.8% | -0.9% | +6.7% | +6.1% |
| 30D | +26.9% | -2.4% | +29.3% | +29.7% |
| 3M | +44.3% | -1.2% | +45.4% | +45.4% |
| 6M | +128.7% | +3.3% | +125.4% | +117.5% |
| YTD | +33.1% | +12.3% | +20.9% | +14.1% |
| 1Y | +36.7% | +12.4% | +24.3% | +17.0% |
| 3Y | -13.1% | +78.8% | -91.9% | -59.5% |
| 5Y | -70.2% | +75.2% | -145.4% | -85.2% |
| All | -70.2% | +74.6% | -144.8% | -85.2% |
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