+59.4%
CERY vs SPY
+37.0%
+22.4%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -4.7% | -2.7% | -2.0% | -4.4% |
| 30D | -4.7% | -5.4% | +0.7% | -4.0% |
| 3M | +5.9% | -4.1% | +10.0% | +6.4% |
| 6M | +2.5% | +0.7% | +1.8% | +2.1% |
| YTD | +32.6% | +8.7% | +23.9% | +30.3% |
| 1Y | +36.7% | +10.9% | +25.8% | +33.7% |
| All | +59.4% | +37.0% | +22.4% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling