+385.6%
CEVA vs SPY
+1,220.4%
-834.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.3% |
| 7D | -5.6% | +2.6% | -8.2% | -8.8% |
| 30D | -12.5% | -2.0% | -10.5% | -9.6% |
| 3M | -15.7% | -2.8% | -13.0% | -11.7% |
| 6M | -32.9% | +2.1% | -35.1% | -32.7% |
| YTD | +18.9% | +11.5% | +7.4% | +8.3% |
| 1Y | +2.5% | +13.5% | -10.9% | -8.2% |
| 3Y | +28.1% | +77.7% | -49.6% | -29.1% |
| 5Y | -46.5% | +72.6% | -119.1% | -68.2% |
| 10Y | -15.4% | +308.2% | -323.6% | -79.4% |
| All | +385.6% | +1,220.4% | -834.8% | -66.4% |
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