-100.0%
CETX vs SPY
+333.2%
-433.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.6% |
| 7D | +0.6% | -0.4% | +1.0% | +0.9% |
| 30D | -14.6% | -1.4% | -13.3% | -13.6% |
| 3M | -47.2% | +3.7% | -50.9% | -48.7% |
| 6M | -68.6% | +13.0% | -81.6% | -71.6% |
| YTD | -90.2% | +12.4% | -102.6% | -91.1% |
| 1Y | -98.0% | +18.5% | -116.5% | -98.2% |
| 3Y | -100.0% | +77.6% | -177.6% | -100.0% |
| 5Y | -100.0% | +81.7% | -181.7% | -100.0% |
| 10Y | -100.0% | +319.7% | -419.7% | -100.0% |
| All | -100.0% | +333.2% | -433.2% | -100.0% |
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