+14.2%
CEV vs SPY
+312.5%
-298.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -3.0% | -0.4% | -2.6% | -2.9% |
| 30D | -2.2% | -1.4% | -0.9% | -1.9% |
| 3M | +0.1% | +3.7% | -3.7% | -0.8% |
| 6M | -0.9% | +13.0% | -13.9% | -3.8% |
| YTD | +4.8% | +12.4% | -7.6% | +1.9% |
| 1Y | +9.2% | +18.5% | -9.3% | +4.8% |
| 3Y | +24.7% | +77.6% | -52.9% | +7.8% |
| 5Y | -6.4% | +81.7% | -88.1% | -20.1% |
| 10Y | +14.2% | +319.7% | -305.4% | -21.7% |
| All | +14.2% | +312.5% | -298.3% | -21.7% |
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