-13.7%
CEVA vs SPY
+307.0%
-320.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.2% |
| 7D | -5.6% | +2.6% | -8.2% | -9.7% |
| 30D | -12.5% | -2.0% | -10.5% | -9.0% |
| 3M | -15.7% | -2.8% | -13.0% | -10.7% |
| 6M | -32.9% | +2.1% | -35.1% | -32.8% |
| YTD | +18.9% | +11.5% | +7.4% | +5.5% |
| 1Y | +2.5% | +13.5% | -10.9% | -11.0% |
| 3Y | +28.1% | +77.7% | -49.6% | -38.2% |
| 5Y | -46.5% | +72.6% | -119.1% | -72.2% |
| All | -13.7% | +307.0% | -320.7% | -84.7% |
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