+325.6%
CET vs SPY
+307.0%
+18.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +2.4% | +2.6% | -0.2% | +0.5% |
| 30D | +2.5% | -2.0% | +4.4% | +3.9% |
| 3M | +2.6% | -2.8% | +5.4% | +4.7% |
| 6M | +6.7% | +2.1% | +4.6% | +5.1% |
| YTD | +12.0% | +11.5% | +0.5% | +3.5% |
| 1Y | +16.9% | +13.5% | +3.4% | +6.7% |
| 3Y | +78.8% | +77.7% | +1.1% | +17.0% |
| 5Y | +69.8% | +72.6% | -2.8% | +12.6% |
| All | +325.6% | +307.0% | +18.6% | +41.5% |
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