+57.6%
CERY vs SPY
+40.2%
+17.4%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.4% |
| 7D | -3.7% | +0.1% | -3.7% | -3.7% |
| 30D | -6.2% | -3.3% | -2.9% | -5.8% |
| 3M | +4.2% | -2.4% | +6.7% | +4.5% |
| 6M | +1.1% | +2.6% | -1.5% | +0.5% |
| YTD | +31.1% | +11.2% | +19.9% | +28.5% |
| 1Y | +34.6% | +13.4% | +21.2% | +31.3% |
| All | +57.6% | +40.2% | +17.4% | +43.5% |
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