-79.1%
CERT vs SPY
+128.3%
-207.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -2.0% | -1.9% |
| 7D | -4.9% | +0.1% | -5.0% | -5.0% |
| 30D | -0.9% | +0.1% | -0.9% | -1.0% |
| 3M | +41.5% | +2.0% | +39.5% | +37.4% |
| 6M | +8.0% | +13.0% | -5.0% | -7.7% |
| YTD | -9.9% | +13.5% | -23.4% | -23.6% |
| 1Y | -25.0% | +20.0% | -44.9% | -40.5% |
| 3Y | -51.8% | +77.2% | -129.0% | -77.4% |
| 5Y | -79.0% | +81.9% | -160.9% | -90.1% |
| All | -79.1% | +128.3% | -207.4% | -93.0% |
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 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