+4,149.8%
CET vs SPY
+3,034.0%
+1,115.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +2.4% | +2.6% | -0.2% | +0.7% |
| 30D | +2.5% | -2.0% | +4.4% | +3.8% |
| 3M | +2.6% | -2.8% | +5.4% | +4.5% |
| 6M | +6.7% | +2.1% | +4.6% | +5.3% |
| YTD | +12.0% | +11.5% | +0.5% | +4.5% |
| 1Y | +16.9% | +13.5% | +3.4% | +7.8% |
| 3Y | +78.8% | +77.7% | +1.1% | +23.4% |
| 5Y | +69.8% | +72.6% | -2.8% | +18.8% |
| 10Y | +324.4% | +308.2% | +16.2% | +73.0% |
| All | +4,149.8% | +3,034.0% | +1,115.9% | +496.6% |
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