+77.9%
CET vs SPY
+81.0%
-3.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | +2.8% | -0.4% | +3.2% | +3.1% |
| 30D | +0.5% | -1.4% | +1.9% | +1.4% |
| 3M | +6.1% | +3.7% | +2.4% | +3.4% |
| 6M | +10.2% | +13.0% | -2.8% | +1.2% |
| YTD | +10.3% | +12.4% | -2.1% | +1.6% |
| 1Y | +17.1% | +18.5% | -1.5% | +3.9% |
| 3Y | +80.4% | +77.6% | +2.8% | +19.4% |
| 5Y | +77.9% | +81.7% | -3.8% | +13.9% |
| All | +77.9% | +81.0% | -3.1% | +13.9% |
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