+32.9%
CEV vs SPY
+315.0%
-282.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.3% |
| 7D | +4.4% | +0.1% | +4.3% | +4.3% |
| 30D | +5.3% | -3.3% | +8.6% | +6.1% |
| 3M | +6.0% | -2.4% | +8.4% | +6.5% |
| 6M | +8.3% | +2.6% | +5.7% | +7.5% |
| YTD | +14.3% | +11.2% | +3.1% | +11.3% |
| 1Y | +10.9% | +13.4% | -2.5% | +7.5% |
| 3Y | +38.2% | +79.9% | -41.7% | +19.0% |
| 5Y | -0.2% | +72.2% | -72.4% | -13.6% |
| 10Y | +32.9% | +307.3% | -274.5% | -9.1% |
| All | +32.9% | +315.0% | -282.2% | -9.1% |
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