+214.3%
CEV vs SPY
+883.1%
-668.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | +1.7% | +0.1% | +1.7% | +1.7% |
| 3M | +2.3% | +2.0% | +0.3% | +1.9% |
| 6M | +0.4% | +13.0% | -12.6% | -2.1% |
| YTD | +7.2% | +13.5% | -6.3% | +4.5% |
| 1Y | +15.6% | +20.0% | -4.4% | +11.3% |
| 3Y | +25.9% | +77.2% | -51.3% | +11.6% |
| 5Y | -4.5% | +81.9% | -86.4% | -16.3% |
| 10Y | +13.6% | +314.1% | -300.4% | -16.4% |
| All | +214.3% | +883.1% | -668.7% | +81.9% |
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 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