+22.8%
CEVA vs SPY
+78.7%
-55.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.3% | +6.1% |
| 7D | +7.7% | +0.5% | +7.1% | +6.1% |
| 30D | -27.0% | -0.9% | -26.0% | -25.2% |
| 3M | -38.2% | +3.9% | -42.0% | -42.0% |
| 6M | +47.6% | +14.5% | +33.1% | +14.6% |
| YTD | +31.2% | +12.9% | +18.3% | +5.3% |
| 1Y | +21.5% | +19.4% | +2.2% | -11.3% |
| 3Y | +22.8% | +78.5% | -55.7% | -57.7% |
| All | +22.8% | +78.7% | -55.9% | -57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling