+411.4%
CEVA vs SPY
+1,244.7%
-833.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.4% |
| 7D | -0.6% | +0.1% | -0.7% | -0.8% |
| 30D | -21.3% | +0.1% | -21.3% | -21.2% |
| 3M | -45.6% | +2.0% | -47.6% | -46.0% |
| 6M | +31.2% | +13.0% | +18.2% | +16.0% |
| YTD | +25.2% | +13.5% | +11.7% | +10.4% |
| 1Y | +20.5% | +20.0% | +0.5% | +0.5% |
| 3Y | +15.2% | +77.2% | -62.0% | -36.6% |
| 5Y | -43.2% | +81.9% | -125.1% | -68.5% |
| 10Y | -15.4% | +314.1% | -329.4% | -79.9% |
| All | +411.4% | +1,244.7% | -833.3% | -65.8% |
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 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