+29.3%
CEW vs SPY
+312.5%
-283.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +0.9% | -0.4% | +1.2% | +0.9% |
| 30D | +1.3% | -1.4% | +2.7% | +1.6% |
| 3M | +4.0% | +3.7% | +0.3% | +3.3% |
| 6M | +5.2% | +13.0% | -7.8% | +2.9% |
| YTD | +6.3% | +12.4% | -6.0% | +4.1% |
| 1Y | +9.6% | +18.5% | -9.0% | +6.2% |
| 3Y | +27.0% | +77.6% | -50.6% | +14.1% |
| 5Y | +23.4% | +81.7% | -58.2% | +9.7% |
| 10Y | +29.3% | +319.7% | -290.3% | -2.7% |
| All | +29.3% | +312.5% | -283.2% | -2.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling