-6.6%
CEVA vs SPY
+322.5%
-329.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.9% | +2.4% |
| 7D | +7.6% | -0.8% | +8.4% | +9.0% |
| 30D | -4.7% | -1.1% | -3.6% | -2.9% |
| 3M | -36.3% | +3.9% | -40.2% | -39.1% |
| 6M | +46.0% | +13.6% | +32.4% | +23.9% |
| YTD | +34.8% | +12.7% | +22.1% | +16.3% |
| 1Y | +21.6% | +17.5% | +4.1% | -0.1% |
| 3Y | +35.1% | +76.9% | -41.8% | -35.0% |
| 5Y | -35.6% | +83.6% | -119.2% | -69.5% |
| All | -6.6% | +322.5% | -329.1% | -83.8% |
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